NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 4.157 4.120 -0.037 -0.9% 4.215
High 4.187 4.180 -0.007 -0.2% 4.319
Low 4.070 4.080 0.010 0.2% 3.994
Close 4.105 4.169 0.064 1.6% 4.071
Range 0.117 0.100 -0.017 -14.5% 0.325
ATR 0.115 0.114 -0.001 -0.9% 0.000
Volume 9,956 12,777 2,821 28.3% 37,723
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.443 4.406 4.224
R3 4.343 4.306 4.197
R2 4.243 4.243 4.187
R1 4.206 4.206 4.178 4.225
PP 4.143 4.143 4.143 4.152
S1 4.106 4.106 4.160 4.125
S2 4.043 4.043 4.151
S3 3.943 4.006 4.142
S4 3.843 3.906 4.114
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 4.6% 0.110 2.6% 91% False False 9,131
10 4.319 3.994 0.325 7.8% 0.123 2.9% 54% False False 7,434
20 4.400 3.994 0.406 9.7% 0.108 2.6% 43% False False 6,761
40 4.896 3.994 0.902 21.6% 0.108 2.6% 19% False False 5,593
60 4.896 3.994 0.902 21.6% 0.111 2.7% 19% False False 4,470
80 4.896 3.994 0.902 21.6% 0.112 2.7% 19% False False 3,813
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.605
2.618 4.442
1.618 4.342
1.000 4.280
0.618 4.242
HIGH 4.180
0.618 4.142
0.500 4.130
0.382 4.118
LOW 4.080
0.618 4.018
1.000 3.980
1.618 3.918
2.618 3.818
4.250 3.655
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 4.156 4.144
PP 4.143 4.118
S1 4.130 4.093

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

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