NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 4.105 4.012 -0.093 -2.3% 3.995
High 4.127 4.131 0.004 0.1% 4.151
Low 4.000 4.012 0.012 0.3% 3.955
Close 4.030 4.082 0.052 1.3% 4.082
Range 0.127 0.119 -0.008 -6.3% 0.196
ATR 0.117 0.117 0.000 0.1% 0.000
Volume 19,344 21,280 1,936 10.0% 119,485
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.432 4.376 4.147
R3 4.313 4.257 4.115
R2 4.194 4.194 4.104
R1 4.138 4.138 4.093 4.166
PP 4.075 4.075 4.075 4.089
S1 4.019 4.019 4.071 4.047
S2 3.956 3.956 4.060
S3 3.837 3.900 4.049
S4 3.718 3.781 4.017
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.651 4.562 4.190
R3 4.455 4.366 4.136
R2 4.259 4.259 4.118
R1 4.170 4.170 4.100 4.215
PP 4.063 4.063 4.063 4.085
S1 3.974 3.974 4.064 4.019
S2 3.867 3.867 4.046
S3 3.671 3.778 4.028
S4 3.475 3.582 3.974
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% 0.126 3.1% 65% False False 23,897
10 4.294 3.955 0.339 8.3% 0.120 2.9% 37% False False 21,100
20 4.294 3.955 0.339 8.3% 0.110 2.7% 37% False False 15,232
40 4.930 3.955 0.975 23.9% 0.114 2.8% 13% False False 12,500
60 4.930 3.955 0.975 23.9% 0.116 2.8% 13% False False 9,924
80 4.930 3.955 0.975 23.9% 0.118 2.9% 13% False False 8,022
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.637
2.618 4.443
1.618 4.324
1.000 4.250
0.618 4.205
HIGH 4.131
0.618 4.086
0.500 4.072
0.382 4.057
LOW 4.012
0.618 3.938
1.000 3.893
1.618 3.819
2.618 3.700
4.250 3.506
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 4.079 4.077
PP 4.075 4.073
S1 4.072 4.068

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

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