NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 4.100 4.098 -0.002 0.0% 4.158
High 4.121 4.126 0.005 0.1% 4.247
Low 4.058 4.035 -0.023 -0.6% 4.067
Close 4.084 4.060 -0.024 -0.6% 4.234
Range 0.063 0.091 0.028 44.4% 0.180
ATR 0.112 0.111 -0.002 -1.4% 0.000
Volume 7,551 7,451 -100 -1.3% 17,014
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.347 4.294 4.110
R3 4.256 4.203 4.085
R2 4.165 4.165 4.077
R1 4.112 4.112 4.068 4.093
PP 4.074 4.074 4.074 4.064
S1 4.021 4.021 4.052 4.002
S2 3.983 3.983 4.043
S3 3.892 3.930 4.035
S4 3.801 3.839 4.010
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.723 4.658 4.333
R3 4.543 4.478 4.284
R2 4.363 4.363 4.267
R1 4.298 4.298 4.251 4.331
PP 4.183 4.183 4.183 4.199
S1 4.118 4.118 4.218 4.151
S2 4.003 4.003 4.201
S3 3.823 3.938 4.185
S4 3.643 3.758 4.135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.330 4.035 0.295 7.3% 0.124 3.1% 8% False True 7,343
10 4.330 4.035 0.295 7.3% 0.114 2.8% 8% False True 5,657
20 4.663 4.035 0.628 15.5% 0.103 2.5% 4% False True 5,576
40 4.888 4.035 0.853 21.0% 0.107 2.6% 3% False True 4,380
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.513
2.618 4.364
1.618 4.273
1.000 4.217
0.618 4.182
HIGH 4.126
0.618 4.091
0.500 4.081
0.382 4.070
LOW 4.035
0.618 3.979
1.000 3.944
1.618 3.888
2.618 3.797
4.250 3.648
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 4.081 4.158
PP 4.074 4.125
S1 4.067 4.093

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

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