NYMEX Natural Gas Future July 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 4.047 3.997 -0.050 -1.2% 4.209
High 4.085 4.049 -0.036 -0.9% 4.294
Low 3.990 3.963 -0.027 -0.7% 3.963
Close 4.011 4.036 0.025 0.6% 4.036
Range 0.095 0.086 -0.009 -9.5% 0.331
ATR 0.116 0.114 -0.002 -1.9% 0.000
Volume 23,588 24,473 885 3.8% 91,523
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.274 4.241 4.083
R3 4.188 4.155 4.060
R2 4.102 4.102 4.052
R1 4.069 4.069 4.044 4.086
PP 4.016 4.016 4.016 4.024
S1 3.983 3.983 4.028 4.000
S2 3.930 3.930 4.020
S3 3.844 3.897 4.012
S4 3.758 3.811 3.989
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.091 4.894 4.218
R3 4.760 4.563 4.127
R2 4.429 4.429 4.097
R1 4.232 4.232 4.066 4.165
PP 4.098 4.098 4.098 4.064
S1 3.901 3.901 4.006 3.834
S2 3.767 3.767 3.975
S3 3.436 3.570 3.945
S4 3.105 3.239 3.854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.294 3.963 0.331 8.2% 0.115 2.8% 22% False True 18,304
10 4.294 3.963 0.331 8.2% 0.119 2.9% 22% False True 13,318
20 4.542 3.963 0.579 14.3% 0.106 2.6% 13% False True 12,665
40 4.930 3.963 0.967 24.0% 0.115 2.9% 8% False True 10,621
60 4.930 3.963 0.967 24.0% 0.117 2.9% 8% False True 8,212
80 4.930 3.963 0.967 24.0% 0.118 2.9% 8% False True 6,612
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 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.415
2.618 4.274
1.618 4.188
1.000 4.135
0.618 4.102
HIGH 4.049
0.618 4.016
0.500 4.006
0.382 3.996
LOW 3.963
0.618 3.910
1.000 3.877
1.618 3.824
2.618 3.738
4.250 3.598
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 4.026 4.033
PP 4.016 4.031
S1 4.006 4.028

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

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