NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 4.160 4.168 0.008 0.2% 3.923
High 4.198 4.230 0.032 0.8% 4.198
Low 4.099 4.116 0.017 0.4% 3.800
Close 4.168 4.161 -0.007 -0.2% 4.168
Range 0.099 0.114 0.015 15.2% 0.398
ATR 0.143 0.141 -0.002 -1.5% 0.000
Volume 108,766 106,059 -2,707 -2.5% 679,125
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.511 4.450 4.224
R3 4.397 4.336 4.192
R2 4.283 4.283 4.182
R1 4.222 4.222 4.171 4.196
PP 4.169 4.169 4.169 4.156
S1 4.108 4.108 4.151 4.082
S2 4.055 4.055 4.140
S3 3.941 3.994 4.130
S4 3.827 3.880 4.098
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.249 5.107 4.387
R3 4.851 4.709 4.277
R2 4.453 4.453 4.241
R1 4.311 4.311 4.204 4.382
PP 4.055 4.055 4.055 4.091
S1 3.913 3.913 4.132 3.984
S2 3.657 3.657 4.095
S3 3.259 3.515 4.059
S4 2.861 3.117 3.949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.230 3.800 0.430 10.3% 0.156 3.7% 84% True False 132,071
10 4.230 3.795 0.435 10.5% 0.147 3.5% 84% True False 127,465
20 4.230 3.731 0.499 12.0% 0.146 3.5% 86% True False 111,488
40 4.800 3.731 1.069 25.7% 0.136 3.3% 40% False False 88,987
60 4.800 3.731 1.069 25.7% 0.135 3.2% 40% False False 69,743
80 4.800 3.731 1.069 25.7% 0.140 3.4% 40% False False 58,423
100 4.800 3.731 1.069 25.7% 0.141 3.4% 40% False False 50,181
120 4.800 3.731 1.069 25.7% 0.132 3.2% 40% False False 43,405
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.715
2.618 4.528
1.618 4.414
1.000 4.344
0.618 4.300
HIGH 4.230
0.618 4.186
0.500 4.173
0.382 4.160
LOW 4.116
0.618 4.046
1.000 4.002
1.618 3.932
2.618 3.818
4.250 3.632
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 4.173 4.132
PP 4.169 4.103
S1 4.165 4.075

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

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