NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 4.420 4.382 -0.038 -0.9% 4.110
High 4.449 4.467 0.018 0.4% 4.407
Low 4.347 4.378 0.031 0.7% 4.019
Close 4.383 4.463 0.080 1.8% 4.388
Range 0.102 0.089 -0.013 -12.7% 0.388
ATR 0.126 0.123 -0.003 -2.1% 0.000
Volume 18,031 21,220 3,189 17.7% 85,198
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.703 4.672 4.512
R3 4.614 4.583 4.487
R2 4.525 4.525 4.479
R1 4.494 4.494 4.471 4.510
PP 4.436 4.436 4.436 4.444
S1 4.405 4.405 4.455 4.421
S2 4.347 4.347 4.447
S3 4.258 4.316 4.439
S4 4.169 4.227 4.414
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 4.467 4.124 0.343 7.7% 0.124 2.8% 99% True False 18,064
10 4.467 4.000 0.467 10.5% 0.129 2.9% 99% True False 19,338
20 4.467 3.955 0.512 11.5% 0.128 2.9% 99% True False 17,982
40 4.754 3.955 0.799 17.9% 0.116 2.6% 64% False False 13,939
60 4.930 3.955 0.975 21.8% 0.118 2.6% 52% False False 11,621
80 4.930 3.955 0.975 21.8% 0.119 2.7% 52% False False 9,409
100 4.930 3.955 0.975 21.8% 0.120 2.7% 52% False False 7,847
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 0.025
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.845
2.618 4.700
1.618 4.611
1.000 4.556
0.618 4.522
HIGH 4.467
0.618 4.433
0.500 4.423
0.382 4.412
LOW 4.378
0.618 4.323
1.000 4.289
1.618 4.234
2.618 4.145
4.250 4.000
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 4.450 4.438
PP 4.436 4.414
S1 4.423 4.389

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

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