NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 4.679 4.600 -0.079 -1.7% 4.445
High 4.719 4.631 -0.088 -1.9% 4.677
Low 4.592 4.443 -0.149 -3.2% 4.381
Close 4.624 4.445 -0.179 -3.9% 4.665
Range 0.127 0.188 0.061 48.0% 0.296
ATR 0.126 0.130 0.004 3.5% 0.000
Volume 10,828 10,250 -578 -5.3% 49,353
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.070 4.946 4.548
R3 4.882 4.758 4.497
R2 4.694 4.694 4.479
R1 4.570 4.570 4.462 4.538
PP 4.506 4.506 4.506 4.491
S1 4.382 4.382 4.428 4.350
S2 4.318 4.318 4.411
S3 4.130 4.194 4.393
S4 3.942 4.006 4.342
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 4.719 4.443 0.276 6.2% 0.152 3.4% 1% False True 10,860
10 4.719 4.171 0.548 12.3% 0.135 3.0% 50% False False 10,218
20 4.719 3.994 0.725 16.3% 0.126 2.8% 62% False False 9,651
40 4.719 3.994 0.725 16.3% 0.116 2.6% 62% False False 7,542
60 4.896 3.994 0.902 20.3% 0.116 2.6% 50% False False 6,398
80 4.896 3.994 0.902 20.3% 0.115 2.6% 50% False False 5,308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.430
2.618 5.123
1.618 4.935
1.000 4.819
0.618 4.747
HIGH 4.631
0.618 4.559
0.500 4.537
0.382 4.515
LOW 4.443
0.618 4.327
1.000 4.255
1.618 4.139
2.618 3.951
4.250 3.644
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 4.537 4.581
PP 4.506 4.536
S1 4.476 4.490

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

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