NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 4.156 4.210 0.054 1.3% 4.284
High 4.246 4.243 -0.003 -0.1% 4.380
Low 4.144 4.116 -0.028 -0.7% 4.051
Close 4.235 4.147 -0.088 -2.1% 4.129
Range 0.102 0.127 0.025 24.5% 0.329
ATR 0.112 0.113 0.001 0.9% 0.000
Volume 20,387 12,437 -7,950 -39.0% 86,901
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.550 4.475 4.217
R3 4.423 4.348 4.182
R2 4.296 4.296 4.170
R1 4.221 4.221 4.159 4.195
PP 4.169 4.169 4.169 4.156
S1 4.094 4.094 4.135 4.068
S2 4.042 4.042 4.124
S3 3.915 3.967 4.112
S4 3.788 3.840 4.077
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% 0.118 2.9% 48% False False 15,146
10 4.380 4.051 0.329 7.9% 0.123 3.0% 29% False False 16,506
20 4.450 4.051 0.399 9.6% 0.108 2.6% 24% False False 15,217
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 0.028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.783
2.618 4.575
1.618 4.448
1.000 4.370
0.618 4.321
HIGH 4.243
0.618 4.194
0.500 4.180
0.382 4.165
LOW 4.116
0.618 4.038
1.000 3.989
1.618 3.911
2.618 3.784
4.250 3.576
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 4.180 4.183
PP 4.169 4.171
S1 4.158 4.159

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

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