NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 4.254 4.100 -0.154 -3.6% 4.158
High 4.280 4.121 -0.159 -3.7% 4.247
Low 4.125 4.058 -0.067 -1.6% 4.067
Close 4.128 4.084 -0.044 -1.1% 4.234
Range 0.155 0.063 -0.092 -59.4% 0.180
ATR 0.116 0.112 -0.003 -2.8% 0.000
Volume 7,194 7,551 357 5.0% 17,014
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.277 4.243 4.119
R3 4.214 4.180 4.101
R2 4.151 4.151 4.096
R1 4.117 4.117 4.090 4.103
PP 4.088 4.088 4.088 4.080
S1 4.054 4.054 4.078 4.040
S2 4.025 4.025 4.072
S3 3.962 3.991 4.067
S4 3.899 3.928 4.049
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.723 4.658 4.333
R3 4.543 4.478 4.284
R2 4.363 4.363 4.267
R1 4.298 4.298 4.251 4.331
PP 4.183 4.183 4.183 4.199
S1 4.118 4.118 4.218 4.151
S2 4.003 4.003 4.201
S3 3.823 3.938 4.185
S4 3.643 3.758 4.135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.330 4.058 0.272 6.7% 0.131 3.2% 10% False True 6,605
10 4.330 4.058 0.272 6.7% 0.112 2.7% 10% False True 5,604
20 4.663 4.058 0.605 14.8% 0.102 2.5% 4% False True 5,342
40 4.888 4.058 0.830 20.3% 0.107 2.6% 3% False True 4,234
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.019
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.389
2.618 4.286
1.618 4.223
1.000 4.184
0.618 4.160
HIGH 4.121
0.618 4.097
0.500 4.090
0.382 4.082
LOW 4.058
0.618 4.019
1.000 3.995
1.618 3.956
2.618 3.893
4.250 3.790
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 4.090 4.194
PP 4.088 4.157
S1 4.086 4.121

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

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