NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 5.068 4.885 -0.183 -3.6% 4.933
High 5.068 4.980 -0.088 -1.7% 5.109
Low 4.891 4.880 -0.011 -0.2% 4.874
Close 4.899 4.971 0.072 1.5% 5.105
Range 0.177 0.100 -0.077 -43.5% 0.235
ATR 0.108 0.108 -0.001 -0.6% 0.000
Volume 6,718 5,236 -1,482 -22.1% 23,996
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.244 5.207 5.026
R3 5.144 5.107 4.999
R2 5.044 5.044 4.989
R1 5.007 5.007 4.980 5.026
PP 4.944 4.944 4.944 4.953
S1 4.907 4.907 4.962 4.926
S2 4.844 4.844 4.953
S3 4.744 4.807 4.944
S4 4.644 4.707 4.916
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 4.880 0.265 5.3% 0.137 2.8% 34% False True 6,483
10 5.145 4.766 0.379 7.6% 0.112 2.3% 54% False False 5,192
20 5.145 4.511 0.634 12.8% 0.105 2.1% 73% False False 4,172
40 5.145 4.511 0.634 12.8% 0.095 1.9% 73% False False 3,310
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.405
2.618 5.242
1.618 5.142
1.000 5.080
0.618 5.042
HIGH 4.980
0.618 4.942
0.500 4.930
0.382 4.918
LOW 4.880
0.618 4.818
1.000 4.780
1.618 4.718
2.618 4.618
4.250 4.455
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 4.957 5.013
PP 4.944 4.999
S1 4.930 4.985

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

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