NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 4.915 4.933 0.018 0.4% 4.694
High 4.930 4.958 0.028 0.6% 4.930
Low 4.850 4.874 0.024 0.5% 4.613
Close 4.915 4.892 -0.023 -0.5% 4.915
Range 0.080 0.084 0.004 5.0% 0.317
ATR 0.101 0.100 -0.001 -1.2% 0.000
Volume 6,512 4,021 -2,491 -38.3% 19,470
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.160 5.110 4.938
R3 5.076 5.026 4.915
R2 4.992 4.992 4.907
R1 4.942 4.942 4.900 4.925
PP 4.908 4.908 4.908 4.900
S1 4.858 4.858 4.884 4.841
S2 4.824 4.824 4.877
S3 4.740 4.774 4.869
S4 4.656 4.690 4.846
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.770 5.660 5.089
R3 5.453 5.343 5.002
R2 5.136 5.136 4.973
R1 5.026 5.026 4.944 5.081
PP 4.819 4.819 4.819 4.847
S1 4.709 4.709 4.886 4.764
S2 4.502 4.502 4.857
S3 4.185 4.392 4.828
S4 3.868 4.075 4.741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.958 4.613 0.345 7.1% 0.111 2.3% 81% True False 4,162
10 4.958 4.566 0.392 8.0% 0.102 2.1% 83% True False 3,669
20 4.958 4.511 0.447 9.1% 0.104 2.1% 85% True False 3,143
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.315
2.618 5.178
1.618 5.094
1.000 5.042
0.618 5.010
HIGH 4.958
0.618 4.926
0.500 4.916
0.382 4.906
LOW 4.874
0.618 4.822
1.000 4.790
1.618 4.738
2.618 4.654
4.250 4.517
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 4.916 4.882
PP 4.908 4.872
S1 4.900 4.862

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

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