NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 4.118 4.051 -0.067 -1.6% 4.209
High 4.151 4.136 -0.015 -0.4% 4.294
Low 4.033 4.035 0.002 0.0% 3.963
Close 4.062 4.121 0.059 1.5% 4.036
Range 0.118 0.101 -0.017 -14.4% 0.331
ATR 0.118 0.116 -0.001 -1.0% 0.000
Volume 31,446 28,311 -3,135 -10.0% 91,523
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.400 4.362 4.177
R3 4.299 4.261 4.149
R2 4.198 4.198 4.140
R1 4.160 4.160 4.130 4.179
PP 4.097 4.097 4.097 4.107
S1 4.059 4.059 4.112 4.078
S2 3.996 3.996 4.102
S3 3.895 3.958 4.093
S4 3.794 3.857 4.065
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 4.151 3.955 0.196 4.8% 0.113 2.7% 85% False False 25,384
10 4.294 3.955 0.339 8.2% 0.127 3.1% 49% False False 18,714
20 4.307 3.955 0.352 8.5% 0.108 2.6% 47% False False 14,764
40 4.930 3.955 0.975 23.7% 0.115 2.8% 17% False False 12,008
60 4.930 3.955 0.975 23.7% 0.117 2.8% 17% False False 9,326
80 4.930 3.955 0.975 23.7% 0.118 2.9% 17% False False 7,550
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.565
2.618 4.400
1.618 4.299
1.000 4.237
0.618 4.198
HIGH 4.136
0.618 4.097
0.500 4.086
0.382 4.074
LOW 4.035
0.618 3.973
1.000 3.934
1.618 3.872
2.618 3.771
4.250 3.606
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 4.109 4.098
PP 4.097 4.076
S1 4.086 4.053

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

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