NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 4.600 4.494 -0.106 -2.3% 4.445
High 4.637 4.677 0.040 0.9% 4.677
Low 4.460 4.492 0.032 0.7% 4.381
Close 4.494 4.665 0.171 3.8% 4.665
Range 0.177 0.185 0.008 4.5% 0.296
ATR 0.121 0.126 0.005 3.7% 0.000
Volume 14,897 10,847 -4,050 -27.2% 49,353
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.166 5.101 4.767
R3 4.981 4.916 4.716
R2 4.796 4.796 4.699
R1 4.731 4.731 4.682 4.764
PP 4.611 4.611 4.611 4.628
S1 4.546 4.546 4.648 4.579
S2 4.426 4.426 4.631
S3 4.241 4.361 4.614
S4 4.056 4.176 4.563
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.462 5.360 4.828
R3 5.166 5.064 4.746
R2 4.870 4.870 4.719
R1 4.768 4.768 4.692 4.819
PP 4.574 4.574 4.574 4.600
S1 4.472 4.472 4.638 4.523
S2 4.278 4.278 4.611
S3 3.982 4.176 4.584
S4 3.686 3.880 4.502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.677 4.381 0.296 6.3% 0.126 2.7% 96% True False 9,870
10 4.677 4.061 0.616 13.2% 0.135 2.9% 98% True False 9,903
20 4.677 3.994 0.683 14.6% 0.125 2.7% 98% True False 9,300
40 4.677 3.994 0.683 14.6% 0.114 2.4% 98% True False 7,173
60 4.896 3.994 0.902 19.3% 0.114 2.4% 74% False False 6,078
80 4.896 3.994 0.902 19.3% 0.114 2.4% 74% False False 5,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.463
2.618 5.161
1.618 4.976
1.000 4.862
0.618 4.791
HIGH 4.677
0.618 4.606
0.500 4.585
0.382 4.563
LOW 4.492
0.618 4.378
1.000 4.307
1.618 4.193
2.618 4.008
4.250 3.706
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 4.638 4.633
PP 4.611 4.601
S1 4.585 4.569

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols