NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 4.649 4.559 -0.090 -1.9% 4.420
High 4.690 4.601 -0.089 -1.9% 4.650
Low 4.558 4.408 -0.150 -3.3% 4.347
Close 4.594 4.411 -0.183 -4.0% 4.636
Range 0.132 0.193 0.061 46.2% 0.303
ATR 0.130 0.134 0.005 3.5% 0.000
Volume 27,463 24,716 -2,747 -10.0% 115,947
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.052 4.925 4.517
R3 4.859 4.732 4.464
R2 4.666 4.666 4.446
R1 4.539 4.539 4.429 4.506
PP 4.473 4.473 4.473 4.457
S1 4.346 4.346 4.393 4.313
S2 4.280 4.280 4.376
S3 4.087 4.153 4.358
S4 3.894 3.960 4.305
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.453 5.348 4.803
R3 5.150 5.045 4.719
R2 4.847 4.847 4.692
R1 4.742 4.742 4.664 4.795
PP 4.544 4.544 4.544 4.571
S1 4.439 4.439 4.608 4.492
S2 4.241 4.241 4.580
S3 3.938 4.136 4.553
S4 3.635 3.833 4.469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.690 4.408 0.282 6.4% 0.155 3.5% 1% False True 25,775
10 4.690 4.124 0.566 12.8% 0.140 3.2% 51% False False 21,919
20 4.690 3.955 0.735 16.7% 0.130 3.0% 62% False False 21,810
40 4.690 3.955 0.735 16.7% 0.119 2.7% 62% False False 16,296
60 4.930 3.955 0.975 22.1% 0.122 2.8% 47% False False 13,572
80 4.930 3.955 0.975 22.1% 0.121 2.7% 47% False False 10,918
100 4.930 3.955 0.975 22.1% 0.121 2.7% 47% False False 9,059
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 0.024
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.421
2.618 5.106
1.618 4.913
1.000 4.794
0.618 4.720
HIGH 4.601
0.618 4.527
0.500 4.505
0.382 4.482
LOW 4.408
0.618 4.289
1.000 4.215
1.618 4.096
2.618 3.903
4.250 3.588
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 4.505 4.549
PP 4.473 4.503
S1 4.442 4.457

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

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