NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 4.211 4.156 -0.055 -1.3% 4.284
High 4.249 4.246 -0.003 -0.1% 4.380
Low 4.135 4.144 0.009 0.2% 4.051
Close 4.168 4.235 0.067 1.6% 4.129
Range 0.114 0.102 -0.012 -10.5% 0.329
ATR 0.113 0.112 -0.001 -0.7% 0.000
Volume 16,021 20,387 4,366 27.3% 86,901
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.514 4.477 4.291
R3 4.412 4.375 4.263
R2 4.310 4.310 4.254
R1 4.273 4.273 4.244 4.292
PP 4.208 4.208 4.208 4.218
S1 4.171 4.171 4.226 4.190
S2 4.106 4.106 4.216
S3 4.004 4.069 4.207
S4 3.902 3.967 4.179
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 4.7% 0.111 2.6% 93% False False 16,381
10 4.380 4.051 0.329 7.8% 0.122 2.9% 56% False False 17,154
20 4.450 4.051 0.399 9.4% 0.107 2.5% 46% False False 15,543
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.680
2.618 4.513
1.618 4.411
1.000 4.348
0.618 4.309
HIGH 4.246
0.618 4.207
0.500 4.195
0.382 4.183
LOW 4.144
0.618 4.081
1.000 4.042
1.618 3.979
2.618 3.877
4.250 3.711
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 4.222 4.207
PP 4.208 4.179
S1 4.195 4.151

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

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