NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 4.089 4.095 0.006 0.1% 4.284
High 4.140 4.213 0.073 1.8% 4.380
Low 4.051 4.053 0.002 0.0% 4.051
Close 4.129 4.208 0.079 1.9% 4.129
Range 0.089 0.160 0.071 79.8% 0.329
ATR 0.109 0.113 0.004 3.3% 0.000
Volume 15,434 11,455 -3,979 -25.8% 86,901
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.638 4.583 4.296
R3 4.478 4.423 4.252
R2 4.318 4.318 4.237
R1 4.263 4.263 4.223 4.291
PP 4.158 4.158 4.158 4.172
S1 4.103 4.103 4.193 4.131
S2 3.998 3.998 4.179
S3 3.838 3.943 4.164
S4 3.678 3.783 4.120
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.174 4.980 4.310
R3 4.845 4.651 4.219
R2 4.516 4.516 4.189
R1 4.322 4.322 4.159 4.255
PP 4.187 4.187 4.187 4.153
S1 3.993 3.993 4.099 3.926
S2 3.858 3.858 4.069
S3 3.529 3.664 4.039
S4 3.200 3.335 3.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.329 4.051 0.278 6.6% 0.113 2.7% 56% False False 16,482
10 4.380 4.051 0.329 7.8% 0.124 2.9% 48% False False 15,119
20 4.546 4.051 0.495 11.8% 0.107 2.5% 32% False False 15,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.893
2.618 4.632
1.618 4.472
1.000 4.373
0.618 4.312
HIGH 4.213
0.618 4.152
0.500 4.133
0.382 4.114
LOW 4.053
0.618 3.954
1.000 3.893
1.618 3.794
2.618 3.634
4.250 3.373
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 4.183 4.183
PP 4.158 4.157
S1 4.133 4.132

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

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