NYMEX Natural Gas Future December 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 4.705 4.783 0.078 1.7% 4.550
High 4.776 4.817 0.041 0.9% 4.674
Low 4.613 4.733 0.120 2.6% 4.520
Close 4.753 4.768 0.015 0.3% 4.644
Range 0.163 0.084 -0.079 -48.5% 0.154
ATR 0.100 0.099 -0.001 -1.2% 0.000
Volume 2,897 4,248 1,351 46.6% 16,044
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.025 4.980 4.814
R3 4.941 4.896 4.791
R2 4.857 4.857 4.783
R1 4.812 4.812 4.776 4.793
PP 4.773 4.773 4.773 4.763
S1 4.728 4.728 4.760 4.709
S2 4.689 4.689 4.753
S3 4.605 4.644 4.745
S4 4.521 4.560 4.722
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.075 5.013 4.729
R3 4.921 4.859 4.686
R2 4.767 4.767 4.672
R1 4.705 4.705 4.658 4.736
PP 4.613 4.613 4.613 4.628
S1 4.551 4.551 4.630 4.582
S2 4.459 4.459 4.616
S3 4.305 4.397 4.602
S4 4.151 4.243 4.559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.817 4.566 0.251 5.3% 0.108 2.3% 80% True False 3,126
10 4.817 4.511 0.306 6.4% 0.099 2.1% 84% True False 3,152
20 4.817 4.511 0.306 6.4% 0.098 2.0% 84% True False 2,790
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.174
2.618 5.037
1.618 4.953
1.000 4.901
0.618 4.869
HIGH 4.817
0.618 4.785
0.500 4.775
0.382 4.765
LOW 4.733
0.618 4.681
1.000 4.649
1.618 4.597
2.618 4.513
4.250 4.376
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 4.775 4.750
PP 4.773 4.733
S1 4.770 4.715

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

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