NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 4.473 4.510 0.037 0.8% 4.245
High 4.508 4.552 0.044 1.0% 4.508
Low 4.422 4.450 0.028 0.6% 4.140
Close 4.492 4.478 -0.014 -0.3% 4.492
Range 0.086 0.102 0.016 18.6% 0.368
ATR 0.122 0.121 -0.001 -1.2% 0.000
Volume 23,079 14,751 -8,328 -36.1% 81,886
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.799 4.741 4.534
R3 4.697 4.639 4.506
R2 4.595 4.595 4.497
R1 4.537 4.537 4.487 4.515
PP 4.493 4.493 4.493 4.483
S1 4.435 4.435 4.469 4.413
S2 4.391 4.391 4.459
S3 4.289 4.333 4.450
S4 4.187 4.231 4.422
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 4.552 4.140 0.412 9.2% 0.137 3.1% 82% True False 16,689
10 4.552 4.116 0.436 9.7% 0.126 2.8% 83% True False 16,328
20 4.552 4.051 0.501 11.2% 0.125 2.8% 85% True False 15,724
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 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.986
2.618 4.819
1.618 4.717
1.000 4.654
0.618 4.615
HIGH 4.552
0.618 4.513
0.500 4.501
0.382 4.489
LOW 4.450
0.618 4.387
1.000 4.348
1.618 4.285
2.618 4.183
4.250 4.017
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 4.501 4.453
PP 4.493 4.429
S1 4.486 4.404

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

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