NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 4.372 4.420 0.048 1.1% 4.110
High 4.407 4.449 0.042 1.0% 4.407
Low 4.311 4.347 0.036 0.8% 4.019
Close 4.388 4.383 -0.005 -0.1% 4.388
Range 0.096 0.102 0.006 6.3% 0.388
ATR 0.128 0.126 -0.002 -1.4% 0.000
Volume 21,938 18,031 -3,907 -17.8% 85,198
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.699 4.643 4.439
R3 4.597 4.541 4.411
R2 4.495 4.495 4.402
R1 4.439 4.439 4.392 4.416
PP 4.393 4.393 4.393 4.382
S1 4.337 4.337 4.374 4.314
S2 4.291 4.291 4.364
S3 4.189 4.235 4.355
S4 4.087 4.133 4.327
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 4.449 4.019 0.430 9.8% 0.143 3.3% 85% True False 16,581
10 4.449 4.000 0.449 10.2% 0.132 3.0% 85% True False 20,361
20 4.449 3.955 0.494 11.3% 0.131 3.0% 87% True False 17,203
40 4.930 3.955 0.975 22.2% 0.120 2.7% 44% False False 13,747
60 4.930 3.955 0.975 22.2% 0.117 2.7% 44% False False 11,306
80 4.930 3.955 0.975 22.2% 0.119 2.7% 44% False False 9,166
100 4.930 3.955 0.975 22.2% 0.120 2.7% 44% False False 7,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.883
2.618 4.716
1.618 4.614
1.000 4.551
0.618 4.512
HIGH 4.449
0.618 4.410
0.500 4.398
0.382 4.386
LOW 4.347
0.618 4.284
1.000 4.245
1.618 4.182
2.618 4.080
4.250 3.914
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 4.398 4.355
PP 4.393 4.326
S1 4.388 4.298

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

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