NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 4.329 4.170 -0.159 -3.7% 4.207
High 4.329 4.173 -0.156 -3.6% 4.300
Low 4.170 4.104 -0.066 -1.6% 4.118
Close 4.176 4.130 -0.046 -1.1% 4.282
Range 0.159 0.069 -0.090 -56.6% 0.182
ATR 0.116 0.112 -0.003 -2.7% 0.000
Volume 17,181 19,733 2,552 14.9% 52,840
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.343 4.305 4.168
R3 4.274 4.236 4.149
R2 4.205 4.205 4.143
R1 4.167 4.167 4.136 4.152
PP 4.136 4.136 4.136 4.128
S1 4.098 4.098 4.124 4.083
S2 4.067 4.067 4.117
S3 3.998 4.029 4.111
S4 3.929 3.960 4.092
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 4.104 0.276 6.7% 0.132 3.2% 9% False True 17,928
10 4.380 4.104 0.276 6.7% 0.112 2.7% 9% False True 14,278
20 4.704 4.104 0.600 14.5% 0.104 2.5% 4% False True 15,199
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.021
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.466
2.618 4.354
1.618 4.285
1.000 4.242
0.618 4.216
HIGH 4.173
0.618 4.147
0.500 4.139
0.382 4.130
LOW 4.104
0.618 4.061
1.000 4.035
1.618 3.992
2.618 3.923
4.250 3.811
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 4.139 4.242
PP 4.136 4.205
S1 4.133 4.167

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

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