NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 4.110 4.116 0.006 0.1% 3.995
High 4.232 4.202 -0.030 -0.7% 4.151
Low 4.095 4.019 -0.076 -1.9% 3.955
Close 4.116 4.159 0.043 1.0% 4.082
Range 0.137 0.183 0.046 33.6% 0.196
ATR 0.120 0.124 0.005 3.8% 0.000
Volume 20,324 13,802 -6,522 -32.1% 119,485
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.676 4.600 4.260
R3 4.493 4.417 4.209
R2 4.310 4.310 4.193
R1 4.234 4.234 4.176 4.272
PP 4.127 4.127 4.127 4.146
S1 4.051 4.051 4.142 4.089
S2 3.944 3.944 4.125
S3 3.761 3.868 4.109
S4 3.578 3.685 4.058
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 4.232 4.000 0.232 5.6% 0.133 3.2% 69% False False 20,612
10 4.232 3.955 0.277 6.7% 0.121 2.9% 74% False False 21,701
20 4.294 3.955 0.339 8.2% 0.120 2.9% 60% False False 15,527
40 4.930 3.955 0.975 23.4% 0.118 2.8% 21% False False 12,763
60 4.930 3.955 0.975 23.4% 0.119 2.9% 21% False False 10,396
80 4.930 3.955 0.975 23.4% 0.118 2.8% 21% False False 8,401
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.980
2.618 4.681
1.618 4.498
1.000 4.385
0.618 4.315
HIGH 4.202
0.618 4.132
0.500 4.111
0.382 4.089
LOW 4.019
0.618 3.906
1.000 3.836
1.618 3.723
2.618 3.540
4.250 3.241
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 4.143 4.147
PP 4.127 4.134
S1 4.111 4.122

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

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