NYMEX Natural Gas Future October 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 4.170 4.130 -0.040 -1.0% 4.207
High 4.173 4.172 -0.001 0.0% 4.300
Low 4.104 4.082 -0.022 -0.5% 4.118
Close 4.130 4.106 -0.024 -0.6% 4.282
Range 0.069 0.090 0.021 30.4% 0.182
ATR 0.112 0.111 -0.002 -1.4% 0.000
Volume 19,733 18,611 -1,122 -5.7% 52,840
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.390 4.338 4.156
R3 4.300 4.248 4.131
R2 4.210 4.210 4.123
R1 4.158 4.158 4.114 4.139
PP 4.120 4.120 4.120 4.111
S1 4.068 4.068 4.098 4.049
S2 4.030 4.030 4.090
S3 3.940 3.978 4.081
S4 3.850 3.888 4.057
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 4.082 0.298 7.3% 0.127 3.1% 8% False True 17,865
10 4.380 4.082 0.298 7.3% 0.114 2.8% 8% False True 14,897
20 4.704 4.082 0.622 15.1% 0.104 2.5% 4% False True 15,529
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.555
2.618 4.408
1.618 4.318
1.000 4.262
0.618 4.228
HIGH 4.172
0.618 4.138
0.500 4.127
0.382 4.116
LOW 4.082
0.618 4.026
1.000 3.992
1.618 3.936
2.618 3.846
4.250 3.700
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 4.127 4.206
PP 4.120 4.172
S1 4.113 4.139

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

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