NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 3.997 3.995 -0.002 -0.1% 4.209
High 4.049 4.118 0.069 1.7% 4.294
Low 3.963 3.955 -0.008 -0.2% 3.963
Close 4.036 4.113 0.077 1.9% 4.036
Range 0.086 0.163 0.077 89.5% 0.331
ATR 0.114 0.117 0.004 3.1% 0.000
Volume 24,473 19,104 -5,369 -21.9% 91,523
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.551 4.495 4.203
R3 4.388 4.332 4.158
R2 4.225 4.225 4.143
R1 4.169 4.169 4.128 4.197
PP 4.062 4.062 4.062 4.076
S1 4.006 4.006 4.098 4.034
S2 3.899 3.899 4.083
S3 3.736 3.843 4.068
S4 3.573 3.680 4.023
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 4.242 3.955 0.287 7.0% 0.119 2.9% 55% False True 19,032
10 4.294 3.955 0.339 8.2% 0.130 3.2% 47% False True 14,046
20 4.503 3.955 0.548 13.3% 0.111 2.7% 29% False True 13,172
40 4.930 3.955 0.975 23.7% 0.115 2.8% 16% False True 10,987
60 4.930 3.955 0.975 23.7% 0.117 2.9% 16% False True 8,487
80 4.930 3.955 0.975 23.7% 0.119 2.9% 16% False True 6,836
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.811
2.618 4.545
1.618 4.382
1.000 4.281
0.618 4.219
HIGH 4.118
0.618 4.056
0.500 4.037
0.382 4.017
LOW 3.955
0.618 3.854
1.000 3.792
1.618 3.691
2.618 3.528
4.250 3.262
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 4.088 4.088
PP 4.062 4.062
S1 4.037 4.037

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

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