NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 4.416 4.530 0.114 2.6% 4.300
High 4.515 4.550 0.035 0.8% 4.423
Low 4.345 4.461 0.116 2.7% 4.244
Close 4.485 4.492 0.007 0.2% 4.389
Range 0.170 0.089 -0.081 -47.6% 0.179
ATR 0.105 0.104 -0.001 -1.1% 0.000
Volume 3,493 4,532 1,039 29.7% 21,654
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.768 4.719 4.541
R3 4.679 4.630 4.516
R2 4.590 4.590 4.508
R1 4.541 4.541 4.500 4.521
PP 4.501 4.501 4.501 4.491
S1 4.452 4.452 4.484 4.432
S2 4.412 4.412 4.476
S3 4.323 4.363 4.468
S4 4.234 4.274 4.443
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.889 4.818 4.487
R3 4.710 4.639 4.438
R2 4.531 4.531 4.422
R1 4.460 4.460 4.405 4.496
PP 4.352 4.352 4.352 4.370
S1 4.281 4.281 4.373 4.317
S2 4.173 4.173 4.356
S3 3.994 4.102 4.340
S4 3.815 3.923 4.291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.550 4.307 0.243 5.4% 0.112 2.5% 76% True False 3,504
10 4.550 4.243 0.307 6.8% 0.105 2.3% 81% True False 4,535
20 4.560 4.243 0.317 7.1% 0.101 2.3% 79% False False 4,186
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.928
2.618 4.783
1.618 4.694
1.000 4.639
0.618 4.605
HIGH 4.550
0.618 4.516
0.500 4.506
0.382 4.495
LOW 4.461
0.618 4.406
1.000 4.372
1.618 4.317
2.618 4.228
4.250 4.083
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 4.506 4.477
PP 4.501 4.462
S1 4.497 4.448

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

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