NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 4.783 4.779 -0.004 -0.1% 4.550
High 4.817 4.911 0.094 2.0% 4.674
Low 4.733 4.766 0.033 0.7% 4.520
Close 4.768 4.907 0.139 2.9% 4.644
Range 0.084 0.145 0.061 72.6% 0.154
ATR 0.099 0.102 0.003 3.3% 0.000
Volume 4,248 3,134 -1,114 -26.2% 16,044
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.296 5.247 4.987
R3 5.151 5.102 4.947
R2 5.006 5.006 4.934
R1 4.957 4.957 4.920 4.982
PP 4.861 4.861 4.861 4.874
S1 4.812 4.812 4.894 4.837
S2 4.716 4.716 4.880
S3 4.571 4.667 4.867
S4 4.426 4.522 4.827
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 4.911 4.582 0.329 6.7% 0.117 2.4% 99% True False 3,206
10 4.911 4.511 0.400 8.2% 0.106 2.2% 99% True False 3,166
20 4.911 4.511 0.400 8.2% 0.102 2.1% 99% True False 2,843
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 5.527
2.618 5.291
1.618 5.146
1.000 5.056
0.618 5.001
HIGH 4.911
0.618 4.856
0.500 4.839
0.382 4.821
LOW 4.766
0.618 4.676
1.000 4.621
1.618 4.531
2.618 4.386
4.250 4.150
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 4.884 4.859
PP 4.861 4.810
S1 4.839 4.762

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

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