NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 4.393 4.344 -0.049 -1.1% 4.458
High 4.423 4.419 -0.004 -0.1% 4.560
Low 4.315 4.340 0.025 0.6% 4.243
Close 4.351 4.413 0.062 1.4% 4.314
Range 0.108 0.079 -0.029 -26.9% 0.317
ATR 0.099 0.098 -0.001 -1.5% 0.000
Volume 5,300 6,994 1,694 32.0% 31,581
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.628 4.599 4.456
R3 4.549 4.520 4.435
R2 4.470 4.470 4.427
R1 4.441 4.441 4.420 4.456
PP 4.391 4.391 4.391 4.398
S1 4.362 4.362 4.406 4.377
S2 4.312 4.312 4.399
S3 4.233 4.283 4.391
S4 4.154 4.204 4.370
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.323 5.136 4.488
R3 5.006 4.819 4.401
R2 4.689 4.689 4.372
R1 4.502 4.502 4.343 4.437
PP 4.372 4.372 4.372 4.340
S1 4.185 4.185 4.285 4.120
S2 4.055 4.055 4.256
S3 3.738 3.868 4.227
S4 3.421 3.551 4.140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.423 4.243 0.180 4.1% 0.098 2.2% 94% False False 5,565
10 4.560 4.243 0.317 7.2% 0.104 2.4% 54% False False 5,524
20 4.560 4.243 0.317 7.2% 0.088 2.0% 54% False False 4,189
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.755
2.618 4.626
1.618 4.547
1.000 4.498
0.618 4.468
HIGH 4.419
0.618 4.389
0.500 4.380
0.382 4.370
LOW 4.340
0.618 4.291
1.000 4.261
1.618 4.212
2.618 4.133
4.250 4.004
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 4.402 4.387
PP 4.391 4.360
S1 4.380 4.334

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

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