NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 4.150 4.372 0.222 5.3% 4.110
High 4.378 4.407 0.029 0.7% 4.407
Low 4.147 4.311 0.164 4.0% 4.019
Close 4.369 4.388 0.019 0.4% 4.388
Range 0.231 0.096 -0.135 -58.4% 0.388
ATR 0.130 0.128 -0.002 -1.9% 0.000
Volume 15,092 21,938 6,846 45.4% 85,198
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.657 4.618 4.441
R3 4.561 4.522 4.414
R2 4.465 4.465 4.406
R1 4.426 4.426 4.397 4.446
PP 4.369 4.369 4.369 4.378
S1 4.330 4.330 4.379 4.350
S2 4.273 4.273 4.370
S3 4.177 4.234 4.362
S4 4.081 4.138 4.335
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.435 5.300 4.601
R3 5.047 4.912 4.495
R2 4.659 4.659 4.459
R1 4.524 4.524 4.424 4.592
PP 4.271 4.271 4.271 4.305
S1 4.136 4.136 4.352 4.204
S2 3.883 3.883 4.317
S3 3.495 3.748 4.281
S4 3.107 3.360 4.175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.407 4.019 0.388 8.8% 0.150 3.4% 95% True False 17,039
10 4.407 3.955 0.452 10.3% 0.138 3.1% 96% True False 20,468
20 4.407 3.955 0.452 10.3% 0.128 2.9% 96% True False 16,893
40 4.930 3.955 0.975 22.2% 0.120 2.7% 44% False False 13,556
60 4.930 3.955 0.975 22.2% 0.118 2.7% 44% False False 11,069
80 4.930 3.955 0.975 22.2% 0.119 2.7% 44% False False 8,964
100 4.930 3.955 0.975 22.2% 0.120 2.7% 44% False False 7,487
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.029
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.815
2.618 4.658
1.618 4.562
1.000 4.503
0.618 4.466
HIGH 4.407
0.618 4.370
0.500 4.359
0.382 4.348
LOW 4.311
0.618 4.252
1.000 4.215
1.618 4.156
2.618 4.060
4.250 3.903
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 4.378 4.347
PP 4.369 4.306
S1 4.359 4.266

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

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