NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 4.164 4.233 0.069 1.7% 4.020
High 4.246 4.269 0.023 0.5% 4.187
Low 4.061 4.171 0.110 2.7% 3.999
Close 4.206 4.202 -0.004 -0.1% 4.132
Range 0.185 0.098 -0.087 -47.0% 0.188
ATR 0.121 0.119 -0.002 -1.3% 0.000
Volume 6,189 8,860 2,671 43.2% 49,261
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.508 4.453 4.256
R3 4.410 4.355 4.229
R2 4.312 4.312 4.220
R1 4.257 4.257 4.211 4.236
PP 4.214 4.214 4.214 4.203
S1 4.159 4.159 4.193 4.138
S2 4.116 4.116 4.184
S3 4.018 4.061 4.175
S4 3.920 3.963 4.148
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% 68% False False 9,534
10 4.273 3.994 0.279 6.6% 0.120 2.8% 75% False False 9,332
20 4.319 3.994 0.325 7.7% 0.117 2.8% 64% False False 7,329
40 4.896 3.994 0.902 21.5% 0.111 2.6% 23% False False 6,261
60 4.896 3.994 0.902 21.5% 0.112 2.7% 23% False False 5,096
80 4.896 3.994 0.902 21.5% 0.112 2.7% 23% False False 4,308
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 0.032
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.686
2.618 4.526
1.618 4.428
1.000 4.367
0.618 4.330
HIGH 4.269
0.618 4.232
0.500 4.220
0.382 4.208
LOW 4.171
0.618 4.110
1.000 4.073
1.618 4.012
2.618 3.914
4.250 3.755
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 4.220 4.190
PP 4.214 4.179
S1 4.208 4.167

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

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