NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 4.944 5.142 0.198 4.0% 4.933
High 5.109 5.145 0.036 0.7% 5.109
Low 4.944 5.029 0.085 1.7% 4.874
Close 5.105 5.058 -0.047 -0.9% 5.105
Range 0.165 0.116 -0.049 -29.7% 0.235
ATR 0.102 0.103 0.001 1.0% 0.000
Volume 7,008 6,331 -677 -9.7% 23,996
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.425 5.358 5.122
R3 5.309 5.242 5.090
R2 5.193 5.193 5.079
R1 5.126 5.126 5.069 5.102
PP 5.077 5.077 5.077 5.065
S1 5.010 5.010 5.047 4.986
S2 4.961 4.961 5.037
S3 4.845 4.894 5.026
S4 4.729 4.778 4.994
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.734 5.655 5.234
R3 5.499 5.420 5.170
R2 5.264 5.264 5.148
R1 5.185 5.185 5.127 5.225
PP 5.029 5.029 5.029 5.049
S1 4.950 4.950 5.083 4.990
S2 4.794 4.794 5.062
S3 4.559 4.715 5.040
S4 4.324 4.480 4.976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.145 4.887 0.258 5.1% 0.107 2.1% 66% True False 5,261
10 5.145 4.613 0.532 10.5% 0.109 2.2% 84% True False 4,711
20 5.145 4.511 0.634 12.5% 0.102 2.0% 86% True False 4,005
40 5.145 4.511 0.634 12.5% 0.092 1.8% 86% True False 3,125
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.638
2.618 5.449
1.618 5.333
1.000 5.261
0.618 5.217
HIGH 5.145
0.618 5.101
0.500 5.087
0.382 5.073
LOW 5.029
0.618 4.957
1.000 4.913
1.618 4.841
2.618 4.725
4.250 4.536
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 5.087 5.052
PP 5.077 5.046
S1 5.068 5.041

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

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