NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 4.241 4.071 -0.170 -4.0% 4.097
High 4.242 4.093 -0.149 -3.5% 4.220
Low 4.075 4.011 -0.064 -1.6% 4.023
Close 4.084 4.037 -0.047 -1.2% 4.193
Range 0.167 0.082 -0.085 -50.9% 0.197
ATR 0.120 0.118 -0.003 -2.3% 0.000
Volume 12,650 15,346 2,696 21.3% 29,840
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.293 4.247 4.082
R3 4.211 4.165 4.060
R2 4.129 4.129 4.052
R1 4.083 4.083 4.045 4.065
PP 4.047 4.047 4.047 4.038
S1 4.001 4.001 4.029 3.983
S2 3.965 3.965 4.022
S3 3.883 3.919 4.014
S4 3.801 3.837 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 4.011 0.283 7.0% 0.141 3.5% 9% False True 12,044
10 4.294 4.011 0.283 7.0% 0.118 2.9% 9% False True 10,155
20 4.641 4.011 0.630 15.6% 0.108 2.7% 4% False True 11,242
40 4.930 4.011 0.919 22.8% 0.117 2.9% 3% False True 9,778
60 4.930 4.011 0.919 22.8% 0.118 2.9% 3% False True 7,498
80 4.930 4.011 0.919 22.8% 0.118 2.9% 3% False True 6,050
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.025
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.442
2.618 4.308
1.618 4.226
1.000 4.175
0.618 4.144
HIGH 4.093
0.618 4.062
0.500 4.052
0.382 4.042
LOW 4.011
0.618 3.960
1.000 3.929
1.618 3.878
2.618 3.796
4.250 3.663
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 4.052 4.153
PP 4.047 4.114
S1 4.042 4.076

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

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