NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 29-Mar-2011

Day Change Summary
	Previous	Current
	28-Mar-2011	29-Mar-2011	Change	Change %	Previous Week
Open	4.743	4.644	-0.099	-2.1%	4.510
High	4.770	4.689	-0.081	-1.7%	4.730
Low	4.643	4.500	-0.143	-3.1%	4.450
Close	4.677	4.503	-0.174	-3.7%	4.722
Range	0.127	0.189	0.062	48.8%	0.280
ATR	0.124	0.129	0.005	3.7%	0.000
Volume	22,371	24,428	2,057	9.2%	101,064

Daily Pivots for day following 29-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.131	5.006	4.607
R3	4.942	4.817	4.555
R2	4.753	4.753	4.538
R1	4.628	4.628	4.520	4.596
PP	4.564	4.564	4.564	4.548
S1	4.439	4.439	4.486	4.407
S2	4.375	4.375	4.468
S3	4.186	4.250	4.451
S4	3.997	4.061	4.399

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.474	5.378	4.876
R3	5.194	5.098	4.799
R2	4.914	4.914	4.773
R1	4.818	4.818	4.748	4.866
PP	4.634	4.634	4.634	4.658
S1	4.538	4.538	4.696	4.586
S2	4.354	4.354	4.671
S3	4.074	4.258	4.645
S4	3.794	3.978	4.568

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.770	4.500	0.270	6.0%	0.149	3.3%	1%	False	True	23,109
10	4.770	4.250	0.520	11.5%	0.133	3.0%	49%	False	False	20,303
20	4.770	4.051	0.719	16.0%	0.125	2.8%	63%	False	False	18,081
40	4.770	4.051	0.719	16.0%	0.114	2.5%	63%	False	False	16,476

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 2 trading days

Fibonacci Retracements and Extensions
4.250	5.492
2.618	5.184
1.618	4.995
1.000	4.878
0.618	4.806
HIGH	4.689
0.618	4.617
0.500	4.595
0.382	4.572
LOW	4.500
0.618	4.383
1.000	4.311
1.618	4.194
2.618	4.005
4.250	3.697

Fisher Pivots for day following 29-Mar-2011
Pivot	1 day	3 day
R1	4.595	4.635
PP	4.564	4.591
S1	4.534	4.547

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols