NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 4.116 4.190 0.074 1.8% 3.995
High 4.202 4.226 0.024 0.6% 4.151
Low 4.019 4.124 0.105 2.6% 3.955
Close 4.159 4.157 -0.002 0.0% 4.082
Range 0.183 0.102 -0.081 -44.3% 0.196
ATR 0.124 0.123 -0.002 -1.3% 0.000
Volume 13,802 14,042 240 1.7% 119,485
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.475 4.418 4.213
R3 4.373 4.316 4.185
R2 4.271 4.271 4.176
R1 4.214 4.214 4.166 4.192
PP 4.169 4.169 4.169 4.158
S1 4.112 4.112 4.148 4.090
S2 4.067 4.067 4.138
S3 3.965 4.010 4.129
S4 3.863 3.908 4.101
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% 0.134 3.2% 68% False False 17,758
10 4.232 3.955 0.277 6.7% 0.123 3.0% 73% False False 21,571
20 4.294 3.955 0.339 8.2% 0.121 2.9% 60% False False 15,863
40 4.930 3.955 0.975 23.5% 0.117 2.8% 21% False False 12,987
60 4.930 3.955 0.975 23.5% 0.118 2.8% 21% False False 10,570
80 4.930 3.955 0.975 23.5% 0.118 2.8% 21% False False 8,550
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.032
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.660
2.618 4.493
1.618 4.391
1.000 4.328
0.618 4.289
HIGH 4.226
0.618 4.187
0.500 4.175
0.382 4.163
LOW 4.124
0.618 4.061
1.000 4.022
1.618 3.959
2.618 3.857
4.250 3.691
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 4.175 4.147
PP 4.169 4.136
S1 4.163 4.126

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

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