NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 4.291 4.473 0.182 4.2% 4.245
High 4.480 4.508 0.028 0.6% 4.508
Low 4.256 4.422 0.166 3.9% 4.140
Close 4.476 4.492 0.016 0.4% 4.492
Range 0.224 0.086 -0.138 -61.6% 0.368
ATR 0.125 0.122 -0.003 -2.2% 0.000
Volume 14,593 23,079 8,486 58.2% 81,886
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.732 4.698 4.539
R3 4.646 4.612 4.516
R2 4.560 4.560 4.508
R1 4.526 4.526 4.500 4.543
PP 4.474 4.474 4.474 4.483
S1 4.440 4.440 4.484 4.457
S2 4.388 4.388 4.476
S3 4.302 4.354 4.468
S4 4.216 4.268 4.445
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.484 5.356 4.694
R3 5.116 4.988 4.593
R2 4.748 4.748 4.559
R1 4.620 4.620 4.526 4.684
PP 4.380 4.380 4.380 4.412
S1 4.252 4.252 4.458 4.316
S2 4.012 4.012 4.425
S3 3.644 3.884 4.391
S4 3.276 3.516 4.290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.508 4.140 0.368 8.2% 0.141 3.1% 96% True False 16,377
10 4.508 4.053 0.455 10.1% 0.132 2.9% 96% True False 15,998
20 4.508 4.051 0.457 10.2% 0.123 2.7% 96% True False 15,664
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.033
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.874
2.618 4.733
1.618 4.647
1.000 4.594
0.618 4.561
HIGH 4.508
0.618 4.475
0.500 4.465
0.382 4.455
LOW 4.422
0.618 4.369
1.000 4.336
1.618 4.283
2.618 4.197
4.250 4.057
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 4.483 4.454
PP 4.474 4.417
S1 4.465 4.379

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

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