NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 3.948 3.941 -0.007 -0.2% 3.792
High 4.015 4.169 0.154 3.8% 3.964
Low 3.902 3.919 0.017 0.4% 3.731
Close 3.938 4.158 0.220 5.6% 3.889
Range 0.113 0.250 0.137 121.2% 0.233
ATR 0.139 0.147 0.008 5.7% 0.000
Volume 111,238 151,131 39,893 35.9% 638,632
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.832 4.745 4.296
R3 4.582 4.495 4.227
R2 4.332 4.332 4.204
R1 4.245 4.245 4.181 4.289
PP 4.082 4.082 4.082 4.104
S1 3.995 3.995 4.135 4.039
S2 3.832 3.832 4.112
S3 3.582 3.745 4.089
S4 3.332 3.495 4.021
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.560 4.458 4.017
R3 4.327 4.225 3.953
R2 4.094 4.094 3.932
R1 3.992 3.992 3.910 4.043
PP 3.861 3.861 3.861 3.887
S1 3.759 3.759 3.868 3.810
S2 3.628 3.628 3.846
S3 3.395 3.526 3.825
S4 3.162 3.293 3.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.169 3.800 0.369 8.9% 0.174 4.2% 97% True False 138,023
10 4.169 3.731 0.438 10.5% 0.156 3.7% 97% True False 127,955
20 4.169 3.731 0.438 10.5% 0.144 3.5% 97% True False 107,731
40 4.800 3.731 1.069 25.7% 0.137 3.3% 40% False False 85,908
60 4.800 3.731 1.069 25.7% 0.137 3.3% 40% False False 66,747
80 4.800 3.731 1.069 25.7% 0.140 3.4% 40% False False 56,233
100 4.800 3.731 1.069 25.7% 0.141 3.4% 40% False False 48,207
120 4.800 3.731 1.069 25.7% 0.131 3.2% 40% False False 41,735
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 5.232
2.618 4.824
1.618 4.574
1.000 4.419
0.618 4.324
HIGH 4.169
0.618 4.074
0.500 4.044
0.382 4.015
LOW 3.919
0.618 3.765
1.000 3.669
1.618 3.515
2.618 3.265
4.250 2.857
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 4.120 4.100
PP 4.082 4.042
S1 4.044 3.985

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

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