NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 4.510 4.708 0.198 4.4% 4.450
High 4.683 4.726 0.043 0.9% 4.683
Low 4.502 4.598 0.096 2.1% 4.397
Close 4.673 4.630 -0.043 -0.9% 4.673
Range 0.181 0.128 -0.053 -29.3% 0.286
ATR 0.124 0.124 0.000 0.3% 0.000
Volume 9,880 8,033 -1,847 -18.7% 50,537
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.035 4.961 4.700
R3 4.907 4.833 4.665
R2 4.779 4.779 4.653
R1 4.705 4.705 4.642 4.678
PP 4.651 4.651 4.651 4.638
S1 4.577 4.577 4.618 4.550
S2 4.523 4.523 4.607
S3 4.395 4.449 4.595
S4 4.267 4.321 4.560
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.442 5.344 4.830
R3 5.156 5.058 4.752
R2 4.870 4.870 4.725
R1 4.772 4.772 4.699 4.821
PP 4.584 4.584 4.584 4.609
S1 4.486 4.486 4.647 4.535
S2 4.298 4.298 4.621
S3 4.012 4.200 4.594
S4 3.726 3.914 4.516
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.726 4.423 0.303 6.5% 0.129 2.8% 68% True False 9,765
10 4.726 4.087 0.639 13.8% 0.133 2.9% 85% True False 9,804
20 4.726 4.011 0.715 15.4% 0.122 2.6% 87% True False 9,919
40 4.726 4.011 0.715 15.4% 0.112 2.4% 87% True False 7,391
60 4.888 4.011 0.877 18.9% 0.112 2.4% 71% False False 5,927
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 True
Stretch 0.035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.270
2.618 5.061
1.618 4.933
1.000 4.854
0.618 4.805
HIGH 4.726
0.618 4.677
0.500 4.662
0.382 4.647
LOW 4.598
0.618 4.519
1.000 4.470
1.618 4.391
2.618 4.263
4.250 4.054
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 4.662 4.620
PP 4.651 4.610
S1 4.641 4.601

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

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