NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 4.209 4.241 0.032 0.8% 4.097
High 4.294 4.242 -0.052 -1.2% 4.220
Low 4.149 4.075 -0.074 -1.8% 4.023
Close 4.235 4.084 -0.151 -3.6% 4.193
Range 0.145 0.167 0.022 15.2% 0.197
ATR 0.117 0.120 0.004 3.1% 0.000
Volume 15,466 12,650 -2,816 -18.2% 29,840
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.635 4.526 4.176
R3 4.468 4.359 4.130
R2 4.301 4.301 4.115
R1 4.192 4.192 4.099 4.163
PP 4.134 4.134 4.134 4.119
S1 4.025 4.025 4.069 3.996
S2 3.967 3.967 4.053
S3 3.800 3.858 4.038
S4 3.633 3.691 3.992
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.736 4.662 4.301
R3 4.539 4.465 4.247
R2 4.342 4.342 4.229
R1 4.268 4.268 4.211 4.305
PP 4.145 4.145 4.145 4.164
S1 4.071 4.071 4.175 4.108
S2 3.948 3.948 4.157
S3 3.751 3.874 4.139
S4 3.554 3.677 4.085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.294 4.023 0.271 6.6% 0.145 3.5% 23% False False 10,461
10 4.294 4.023 0.271 6.6% 0.120 2.9% 23% False False 9,352
20 4.641 4.023 0.618 15.1% 0.108 2.6% 10% False False 10,781
40 4.930 4.023 0.907 22.2% 0.117 2.9% 7% False False 9,453
60 4.930 4.023 0.907 22.2% 0.118 2.9% 7% False False 7,288
80 4.930 4.023 0.907 22.2% 0.118 2.9% 7% False False 5,871
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.952
2.618 4.679
1.618 4.512
1.000 4.409
0.618 4.345
HIGH 4.242
0.618 4.178
0.500 4.159
0.382 4.139
LOW 4.075
0.618 3.972
1.000 3.908
1.618 3.805
2.618 3.638
4.250 3.365
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 4.159 4.160
PP 4.134 4.134
S1 4.109 4.109

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

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