NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 4.095 4.211 0.116 2.8% 4.284
High 4.213 4.249 0.036 0.9% 4.380
Low 4.053 4.135 0.082 2.0% 4.051
Close 4.208 4.168 -0.040 -1.0% 4.129
Range 0.160 0.114 -0.046 -28.8% 0.329
ATR 0.113 0.113 0.000 0.1% 0.000
Volume 11,455 16,021 4,566 39.9% 86,901
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.526 4.461 4.231
R3 4.412 4.347 4.199
R2 4.298 4.298 4.189
R1 4.233 4.233 4.178 4.209
PP 4.184 4.184 4.184 4.172
S1 4.119 4.119 4.158 4.095
S2 4.070 4.070 4.147
S3 3.956 4.005 4.137
S4 3.842 3.891 4.105
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 4.249 4.051 0.198 4.8% 0.104 2.5% 59% True False 16,250
10 4.380 4.051 0.329 7.9% 0.122 2.9% 36% False False 15,925
20 4.450 4.051 0.399 9.6% 0.106 2.5% 29% False False 15,606
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.734
2.618 4.547
1.618 4.433
1.000 4.363
0.618 4.319
HIGH 4.249
0.618 4.205
0.500 4.192
0.382 4.179
LOW 4.135
0.618 4.065
1.000 4.021
1.618 3.951
2.618 3.837
4.250 3.651
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 4.192 4.162
PP 4.184 4.156
S1 4.176 4.150

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

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