NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 4.601 4.645 0.044 1.0% 4.729
High 4.668 4.665 -0.003 -0.1% 4.813
Low 4.596 4.566 -0.030 -0.7% 4.511
Close 4.661 4.593 -0.068 -1.5% 4.580
Range 0.072 0.099 0.027 37.5% 0.302
ATR 0.092 0.093 0.000 0.5% 0.000
Volume 3,468 2,731 -737 -21.3% 16,259
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.905 4.848 4.647
R3 4.806 4.749 4.620
R2 4.707 4.707 4.611
R1 4.650 4.650 4.602 4.629
PP 4.608 4.608 4.608 4.598
S1 4.551 4.551 4.584 4.530
S2 4.509 4.509 4.575
S3 4.410 4.452 4.566
S4 4.311 4.353 4.539
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.541 5.362 4.746
R3 5.239 5.060 4.663
R2 4.937 4.937 4.635
R1 4.758 4.758 4.608 4.697
PP 4.635 4.635 4.635 4.604
S1 4.456 4.456 4.552 4.395
S2 4.333 4.333 4.525
S3 4.031 4.154 4.497
S4 3.729 3.852 4.414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.674 4.511 0.163 3.5% 0.095 2.1% 50% False False 3,125
10 4.813 4.511 0.302 6.6% 0.104 2.3% 27% False False 3,144
20 4.828 4.511 0.317 6.9% 0.089 1.9% 26% False False 2,632
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 0.023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.086
2.618 4.924
1.618 4.825
1.000 4.764
0.618 4.726
HIGH 4.665
0.618 4.627
0.500 4.616
0.382 4.604
LOW 4.566
0.618 4.505
1.000 4.467
1.618 4.406
2.618 4.307
4.250 4.145
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 4.616 4.620
PP 4.608 4.611
S1 4.601 4.602

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

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