NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 4.470 4.477 0.007 0.2% 4.521
High 4.485 4.568 0.083 1.9% 4.568
Low 4.411 4.477 0.066 1.5% 4.403
Close 4.467 4.546 0.079 1.8% 4.546
Range 0.074 0.091 0.017 23.0% 0.165
ATR 0.103 0.103 0.000 -0.2% 0.000
Volume 11,395 15,099 3,704 32.5% 38,863
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.803 4.766 4.596
R3 4.712 4.675 4.571
R2 4.621 4.621 4.563
R1 4.584 4.584 4.554 4.603
PP 4.530 4.530 4.530 4.540
S1 4.493 4.493 4.538 4.512
S2 4.439 4.439 4.529
S3 4.348 4.402 4.521
S4 4.257 4.311 4.496
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.001 4.938 4.637
R3 4.836 4.773 4.591
R2 4.671 4.671 4.576
R1 4.608 4.608 4.561 4.640
PP 4.506 4.506 4.506 4.521
S1 4.443 4.443 4.531 4.475
S2 4.341 4.341 4.516
S3 4.176 4.278 4.501
S4 4.011 4.113 4.455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.568 4.403 0.165 3.6% 0.105 2.3% 87% True False 9,202
10 4.600 4.403 0.197 4.3% 0.107 2.4% 73% False False 8,351
20 4.914 4.403 0.511 11.2% 0.096 2.1% 28% False False 6,382
40 5.327 4.403 0.924 20.3% 0.098 2.1% 15% False False 5,934
60 5.710 4.403 1.307 28.8% 0.104 2.3% 11% False False 5,731
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 0.013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.955
2.618 4.806
1.618 4.715
1.000 4.659
0.618 4.624
HIGH 4.568
0.618 4.533
0.500 4.523
0.382 4.512
LOW 4.477
0.618 4.421
1.000 4.386
1.618 4.330
2.618 4.239
4.250 4.090
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 4.538 4.527
PP 4.530 4.508
S1 4.523 4.490

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

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