NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 4.171 4.164 -0.007 -0.2% 4.020
High 4.273 4.246 -0.027 -0.6% 4.187
Low 4.145 4.061 -0.084 -2.0% 3.999
Close 4.164 4.206 0.042 1.0% 4.132
Range 0.128 0.185 0.057 44.5% 0.188
ATR 0.116 0.121 0.005 4.3% 0.000
Volume 11,738 6,189 -5,549 -47.3% 49,261
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.726 4.651 4.308
R3 4.541 4.466 4.257
R2 4.356 4.356 4.240
R1 4.281 4.281 4.223 4.319
PP 4.171 4.171 4.171 4.190
S1 4.096 4.096 4.189 4.134
S2 3.986 3.986 4.172
S3 3.801 3.911 4.155
S4 3.616 3.726 4.104
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 4.273 4.050 0.223 5.3% 0.129 3.1% 70% False False 10,317
10 4.273 3.994 0.279 6.6% 0.118 2.8% 76% False False 9,084
20 4.319 3.994 0.325 7.7% 0.117 2.8% 65% False False 7,235
40 4.896 3.994 0.902 21.4% 0.111 2.6% 24% False False 6,122
60 4.896 3.994 0.902 21.4% 0.113 2.7% 24% False False 4,997
80 4.896 3.994 0.902 21.4% 0.112 2.7% 24% False False 4,225
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 0.030
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.032
2.618 4.730
1.618 4.545
1.000 4.431
0.618 4.360
HIGH 4.246
0.618 4.175
0.500 4.154
0.382 4.132
LOW 4.061
0.618 3.947
1.000 3.876
1.618 3.762
2.618 3.577
4.250 3.275
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 4.189 4.193
PP 4.171 4.180
S1 4.154 4.167

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

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