NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 4.256 4.107 -0.149 -3.5% 4.159
High 4.270 4.124 -0.146 -3.4% 4.241
Low 4.111 4.046 -0.065 -1.6% 4.053
Close 4.116 4.071 -0.045 -1.1% 4.223
Range 0.159 0.078 -0.081 -50.9% 0.188
ATR 0.118 0.115 -0.003 -2.4% 0.000
Volume 6,392 6,372 -20 -0.3% 15,314
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.314 4.271 4.114
R3 4.236 4.193 4.092
R2 4.158 4.158 4.085
R1 4.115 4.115 4.078 4.098
PP 4.080 4.080 4.080 4.072
S1 4.037 4.037 4.064 4.020
S2 4.002 4.002 4.057
S3 3.924 3.959 4.050
S4 3.846 3.881 4.028
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.736 4.668 4.326
R3 4.548 4.480 4.275
R2 4.360 4.360 4.257
R1 4.292 4.292 4.240 4.326
PP 4.172 4.172 4.172 4.190
S1 4.104 4.104 4.206 4.138
S2 3.984 3.984 4.189
S3 3.796 3.916 4.171
S4 3.608 3.728 4.120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.319 4.046 0.273 6.7% 0.135 3.3% 9% False True 5,737
10 4.319 4.046 0.273 6.7% 0.115 2.8% 9% False True 5,325
20 4.663 4.046 0.617 15.2% 0.105 2.6% 4% False True 5,546
40 4.896 4.046 0.850 20.9% 0.111 2.7% 3% False True 4,898
60 4.896 4.046 0.850 20.9% 0.112 2.8% 3% False True 3,937
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 0.021
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.456
2.618 4.328
1.618 4.250
1.000 4.202
0.618 4.172
HIGH 4.124
0.618 4.094
0.500 4.085
0.382 4.076
LOW 4.046
0.618 3.998
1.000 3.968
1.618 3.920
2.618 3.842
4.250 3.715
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 4.085 4.183
PP 4.080 4.145
S1 4.076 4.108

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

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