NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 4.098 4.040 -0.058 -1.4% 4.216
High 4.126 4.096 -0.030 -0.7% 4.330
Low 4.035 4.011 -0.024 -0.6% 4.011
Close 4.060 4.084 0.024 0.6% 4.084
Range 0.091 0.085 -0.006 -6.6% 0.319
ATR 0.111 0.109 -0.002 -1.7% 0.000
Volume 7,451 10,903 3,452 46.3% 40,932
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.319 4.286 4.131
R3 4.234 4.201 4.107
R2 4.149 4.149 4.100
R1 4.116 4.116 4.092 4.133
PP 4.064 4.064 4.064 4.072
S1 4.031 4.031 4.076 4.048
S2 3.979 3.979 4.068
S3 3.894 3.946 4.061
S4 3.809 3.861 4.037
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.099 4.910 4.259
R3 4.780 4.591 4.172
R2 4.461 4.461 4.142
R1 4.272 4.272 4.113 4.207
PP 4.142 4.142 4.142 4.109
S1 3.953 3.953 4.055 3.888
S2 3.823 3.823 4.026
S3 3.504 3.634 3.996
S4 3.185 3.315 3.909
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.330 4.011 0.319 7.8% 0.106 2.6% 23% False True 8,186
10 4.330 4.011 0.319 7.8% 0.112 2.7% 23% False True 6,238
20 4.560 4.011 0.549 13.4% 0.101 2.5% 13% False True 5,966
40 4.888 4.011 0.877 21.5% 0.106 2.6% 8% False True 4,581
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 False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.457
2.618 4.319
1.618 4.234
1.000 4.181
0.618 4.149
HIGH 4.096
0.618 4.064
0.500 4.054
0.382 4.043
LOW 4.011
0.618 3.958
1.000 3.926
1.618 3.873
2.618 3.788
4.250 3.650
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 4.074 4.079
PP 4.064 4.074
S1 4.054 4.069

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

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