NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 4.020 4.157 0.137 3.4% 4.215
High 4.153 4.187 0.034 0.8% 4.319
Low 3.999 4.070 0.071 1.8% 3.994
Close 4.149 4.105 -0.044 -1.1% 4.071
Range 0.154 0.117 -0.037 -24.0% 0.325
ATR 0.114 0.115 0.000 0.2% 0.000
Volume 5,645 9,956 4,311 76.4% 37,723
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.472 4.405 4.169
R3 4.355 4.288 4.137
R2 4.238 4.238 4.126
R1 4.171 4.171 4.116 4.146
PP 4.121 4.121 4.121 4.108
S1 4.054 4.054 4.094 4.029
S2 4.004 4.004 4.084
S3 3.887 3.937 4.073
S4 3.770 3.820 4.041
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.103 4.912 4.250
R3 4.778 4.587 4.160
R2 4.453 4.453 4.131
R1 4.262 4.262 4.101 4.195
PP 4.128 4.128 4.128 4.095
S1 3.937 3.937 4.041 3.870
S2 3.803 3.803 4.011
S3 3.478 3.612 3.982
S4 3.153 3.287 3.892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.187 3.994 0.193 4.7% 0.106 2.6% 58% True False 7,850
10 4.319 3.994 0.325 7.9% 0.123 3.0% 34% False False 6,483
20 4.400 3.994 0.406 9.9% 0.108 2.6% 27% False False 6,398
40 4.896 3.994 0.902 22.0% 0.108 2.6% 12% False False 5,410
60 4.896 3.994 0.902 22.0% 0.111 2.7% 12% False False 4,325
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.684
2.618 4.493
1.618 4.376
1.000 4.304
0.618 4.259
HIGH 4.187
0.618 4.142
0.500 4.129
0.382 4.115
LOW 4.070
0.618 3.998
1.000 3.953
1.618 3.881
2.618 3.764
4.250 3.573
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 4.129 4.100
PP 4.121 4.095
S1 4.113 4.091

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

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