NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 4.233 4.225 -0.008 -0.2% 4.020
High 4.269 4.410 0.141 3.3% 4.187
Low 4.171 4.190 0.019 0.5% 3.999
Close 4.202 4.405 0.203 4.8% 4.132
Range 0.098 0.220 0.122 124.5% 0.188
ATR 0.119 0.126 0.007 6.0% 0.000
Volume 8,860 11,204 2,344 26.5% 49,261
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.995 4.920 4.526
R3 4.775 4.700 4.466
R2 4.555 4.555 4.445
R1 4.480 4.480 4.425 4.518
PP 4.335 4.335 4.335 4.354
S1 4.260 4.260 4.385 4.298
S2 4.115 4.115 4.365
S3 3.895 4.040 4.345
S4 3.675 3.820 4.284
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 4.410 4.061 0.349 7.9% 0.148 3.4% 99% True False 9,672
10 4.410 3.994 0.416 9.4% 0.132 3.0% 99% True False 9,761
20 4.410 3.994 0.416 9.4% 0.124 2.8% 99% True False 7,578
40 4.896 3.994 0.902 20.5% 0.114 2.6% 46% False False 6,453
60 4.896 3.994 0.902 20.5% 0.113 2.6% 46% False False 5,254
80 4.896 3.994 0.902 20.5% 0.113 2.6% 46% False False 4,430
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 0.032
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 5.345
2.618 4.986
1.618 4.766
1.000 4.630
0.618 4.546
HIGH 4.410
0.618 4.326
0.500 4.300
0.382 4.274
LOW 4.190
0.618 4.054
1.000 3.970
1.618 3.834
2.618 3.614
4.250 3.255
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 4.370 4.349
PP 4.335 4.292
S1 4.300 4.236

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

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