NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 4.729 4.785 0.056 1.2% 4.630
High 4.813 4.786 -0.027 -0.6% 4.722
Low 4.692 4.637 -0.055 -1.2% 4.565
Close 4.770 4.644 -0.126 -2.6% 4.716
Range 0.121 0.149 0.028 23.1% 0.157
ATR 0.091 0.095 0.004 4.6% 0.000
Volume 1,987 3,060 1,073 54.0% 7,080
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.136 5.039 4.726
R3 4.987 4.890 4.685
R2 4.838 4.838 4.671
R1 4.741 4.741 4.658 4.715
PP 4.689 4.689 4.689 4.676
S1 4.592 4.592 4.630 4.566
S2 4.540 4.540 4.617
S3 4.391 4.443 4.603
S4 4.242 4.294 4.562
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.139 5.084 4.802
R3 4.982 4.927 4.759
R2 4.825 4.825 4.745
R1 4.770 4.770 4.730 4.798
PP 4.668 4.668 4.668 4.681
S1 4.613 4.613 4.702 4.641
S2 4.511 4.511 4.687
S3 4.354 4.456 4.673
S4 4.197 4.299 4.630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.813 4.565 0.248 5.3% 0.126 2.7% 32% False False 2,226
10 4.813 4.565 0.248 5.3% 0.096 2.1% 32% False False 2,076
20 5.048 4.565 0.483 10.4% 0.084 1.8% 16% False False 2,264
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 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.419
2.618 5.176
1.618 5.027
1.000 4.935
0.618 4.878
HIGH 4.786
0.618 4.729
0.500 4.712
0.382 4.694
LOW 4.637
0.618 4.545
1.000 4.488
1.618 4.396
2.618 4.247
4.250 4.004
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 4.712 4.691
PP 4.689 4.675
S1 4.667 4.660

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

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