NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 4.284 4.329 0.045 1.1% 4.207
High 4.380 4.329 -0.051 -1.2% 4.300
Low 4.245 4.170 -0.075 -1.8% 4.118
Close 4.322 4.176 -0.146 -3.4% 4.282
Range 0.135 0.159 0.024 17.8% 0.182
ATR 0.112 0.116 0.003 3.0% 0.000
Volume 15,942 17,181 1,239 7.8% 52,840
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.702 4.598 4.263
R3 4.543 4.439 4.220
R2 4.384 4.384 4.205
R1 4.280 4.280 4.191 4.253
PP 4.225 4.225 4.225 4.211
S1 4.121 4.121 4.161 4.094
S2 4.066 4.066 4.147
S3 3.907 3.962 4.132
S4 3.748 3.803 4.089
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.779 4.713 4.382
R3 4.597 4.531 4.332
R2 4.415 4.415 4.315
R1 4.349 4.349 4.299 4.382
PP 4.233 4.233 4.233 4.250
S1 4.167 4.167 4.265 4.200
S2 4.051 4.051 4.249
S3 3.869 3.985 4.232
S4 3.687 3.803 4.182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.380 4.118 0.262 6.3% 0.139 3.3% 22% False False 15,600
10 4.380 4.118 0.262 6.3% 0.114 2.7% 22% False False 13,546
20 4.704 4.118 0.586 14.0% 0.103 2.5% 10% False False 14,871
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.005
2.618 4.745
1.618 4.586
1.000 4.488
0.618 4.427
HIGH 4.329
0.618 4.268
0.500 4.250
0.382 4.231
LOW 4.170
0.618 4.072
1.000 4.011
1.618 3.913
2.618 3.754
4.250 3.494
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 4.250 4.249
PP 4.225 4.225
S1 4.201 4.200

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

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