NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 4.071 4.047 -0.024 -0.6% 4.097
High 4.093 4.085 -0.008 -0.2% 4.220
Low 4.011 3.990 -0.021 -0.5% 4.023
Close 4.037 4.011 -0.026 -0.6% 4.193
Range 0.082 0.095 0.013 15.9% 0.197
ATR 0.118 0.116 -0.002 -1.4% 0.000
Volume 15,346 23,588 8,242 53.7% 29,840
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.314 4.257 4.063
R3 4.219 4.162 4.037
R2 4.124 4.124 4.028
R1 4.067 4.067 4.020 4.048
PP 4.029 4.029 4.029 4.019
S1 3.972 3.972 4.002 3.953
S2 3.934 3.934 3.994
S3 3.839 3.877 3.985
S4 3.744 3.782 3.959
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 3.990 0.304 7.6% 0.137 3.4% 7% False True 15,459
10 4.294 3.990 0.304 7.6% 0.120 3.0% 7% False True 11,638
20 4.641 3.990 0.651 16.2% 0.108 2.7% 3% False True 11,916
40 4.930 3.990 0.940 23.4% 0.116 2.9% 2% False True 10,243
60 4.930 3.990 0.940 23.4% 0.118 2.9% 2% False True 7,861
80 4.930 3.990 0.940 23.4% 0.118 2.9% 2% False True 6,326
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 4.489
2.618 4.334
1.618 4.239
1.000 4.180
0.618 4.144
HIGH 4.085
0.618 4.049
0.500 4.038
0.382 4.026
LOW 3.990
0.618 3.931
1.000 3.895
1.618 3.836
2.618 3.741
4.250 3.586
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 4.038 4.116
PP 4.029 4.081
S1 4.020 4.046

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

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