NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 4.320 4.291 -0.029 -0.7% 4.095
High 4.345 4.480 0.135 3.1% 4.249
Low 4.250 4.256 0.006 0.1% 4.053
Close 4.284 4.476 0.192 4.5% 4.202
Range 0.095 0.224 0.129 135.8% 0.196
ATR 0.117 0.125 0.008 6.5% 0.000
Volume 17,502 14,593 -2,909 -16.6% 78,102
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.076 5.000 4.599
R3 4.852 4.776 4.538
R2 4.628 4.628 4.517
R1 4.552 4.552 4.497 4.590
PP 4.404 4.404 4.404 4.423
S1 4.328 4.328 4.455 4.366
S2 4.180 4.180 4.435
S3 3.956 4.104 4.414
S4 3.732 3.880 4.353
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.756 4.675 4.310
R3 4.560 4.479 4.256
R2 4.364 4.364 4.238
R1 4.283 4.283 4.220 4.324
PP 4.168 4.168 4.168 4.188
S1 4.087 4.087 4.184 4.128
S2 3.972 3.972 4.166
S3 3.776 3.891 4.148
S4 3.580 3.695 4.094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.480 4.130 0.350 7.8% 0.146 3.3% 99% True False 15,321
10 4.480 4.051 0.429 9.6% 0.132 3.0% 99% True False 15,234
20 4.480 4.051 0.429 9.6% 0.123 2.7% 99% True False 15,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 5.432
2.618 5.066
1.618 4.842
1.000 4.704
0.618 4.618
HIGH 4.480
0.618 4.394
0.500 4.368
0.382 4.342
LOW 4.256
0.618 4.118
1.000 4.032
1.618 3.894
2.618 3.670
4.250 3.304
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 4.440 4.421
PP 4.404 4.365
S1 4.368 4.310

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

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