NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 4.149 4.069 -0.080 -1.9% 4.020
High 4.176 4.174 -0.002 0.0% 4.187
Low 4.050 4.067 0.017 0.4% 3.999
Close 4.078 4.132 0.054 1.3% 4.132
Range 0.126 0.107 -0.019 -15.1% 0.188
ATR 0.114 0.114 -0.001 -0.5% 0.000
Volume 10,513 10,370 -143 -1.4% 49,261
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.445 4.396 4.191
R3 4.338 4.289 4.161
R2 4.231 4.231 4.152
R1 4.182 4.182 4.142 4.207
PP 4.124 4.124 4.124 4.137
S1 4.075 4.075 4.122 4.100
S2 4.017 4.017 4.112
S3 3.910 3.968 4.103
S4 3.803 3.861 4.073
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.670 4.589 4.235
R3 4.482 4.401 4.184
R2 4.294 4.294 4.166
R1 4.213 4.213 4.149 4.254
PP 4.106 4.106 4.106 4.126
S1 4.025 4.025 4.115 4.066
S2 3.918 3.918 4.098
S3 3.730 3.837 4.080
S4 3.542 3.649 4.029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.187 3.999 0.188 4.5% 0.121 2.9% 71% False False 9,852
10 4.319 3.994 0.325 7.9% 0.116 2.8% 42% False False 8,698
20 4.319 3.994 0.325 7.9% 0.107 2.6% 42% False False 7,224
40 4.896 3.994 0.902 21.8% 0.108 2.6% 15% False False 5,914
60 4.896 3.994 0.902 21.8% 0.111 2.7% 15% False False 4,749
80 4.896 3.994 0.902 21.8% 0.112 2.7% 15% False False 4,044
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.629
2.618 4.454
1.618 4.347
1.000 4.281
0.618 4.240
HIGH 4.174
0.618 4.133
0.500 4.121
0.382 4.108
LOW 4.067
0.618 4.001
1.000 3.960
1.618 3.894
2.618 3.787
4.250 3.612
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 4.128 4.126
PP 4.124 4.121
S1 4.121 4.115

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

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