NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 3.958 3.944 -0.014 -0.4% 4.128
High 4.009 3.973 -0.036 -0.9% 4.234
Low 3.911 3.884 -0.027 -0.7% 3.884
Close 3.932 3.957 0.025 0.6% 3.957
Range 0.098 0.089 -0.009 -9.2% 0.350
ATR 0.122 0.119 -0.002 -1.9% 0.000
Volume 27,298 29,505 2,207 8.1% 120,126
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.205 4.170 4.006
R3 4.116 4.081 3.981
R2 4.027 4.027 3.973
R1 3.992 3.992 3.965 4.010
PP 3.938 3.938 3.938 3.947
S1 3.903 3.903 3.949 3.921
S2 3.849 3.849 3.941
S3 3.760 3.814 3.933
S4 3.671 3.725 3.908
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.075 4.866 4.150
R3 4.725 4.516 4.053
R2 4.375 4.375 4.021
R1 4.166 4.166 3.989 4.096
PP 4.025 4.025 4.025 3.990
S1 3.816 3.816 3.925 3.746
S2 3.675 3.675 3.893
S3 3.325 3.466 3.861
S4 2.975 3.116 3.765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.234 3.884 0.350 8.8% 0.119 3.0% 21% False True 24,025
10 4.234 3.884 0.350 8.8% 0.123 3.1% 21% False True 18,613
20 4.488 3.884 0.604 15.3% 0.113 2.8% 12% False True 19,202
40 4.850 3.884 0.966 24.4% 0.121 3.1% 8% False True 14,275
60 4.850 3.884 0.966 24.4% 0.124 3.1% 8% False True 11,175
80 4.850 3.884 0.966 24.4% 0.125 3.2% 8% False True 9,078
100 4.850 3.884 0.966 24.4% 0.120 3.0% 8% False True 7,589
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 False
Stretch 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.351
2.618 4.206
1.618 4.117
1.000 4.062
0.618 4.028
HIGH 3.973
0.618 3.939
0.500 3.929
0.382 3.918
LOW 3.884
0.618 3.829
1.000 3.795
1.618 3.740
2.618 3.651
4.250 3.506
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 3.948 3.956
PP 3.938 3.955
S1 3.929 3.954

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

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