NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 4.411 4.445 0.034 0.8% 4.171
High 4.438 4.480 0.042 0.9% 4.438
Low 4.349 4.381 0.032 0.7% 4.061
Close 4.422 4.415 -0.007 -0.2% 4.422
Range 0.089 0.099 0.010 11.2% 0.377
ATR 0.124 0.122 -0.002 -1.4% 0.000
Volume 11,689 7,005 -4,684 -40.1% 49,680
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.722 4.668 4.469
R3 4.623 4.569 4.442
R2 4.524 4.524 4.433
R1 4.470 4.470 4.424 4.448
PP 4.425 4.425 4.425 4.414
S1 4.371 4.371 4.406 4.349
S2 4.326 4.326 4.397
S3 4.227 4.272 4.388
S4 4.128 4.173 4.361
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.438 5.307 4.629
R3 5.061 4.930 4.526
R2 4.684 4.684 4.491
R1 4.553 4.553 4.457 4.619
PP 4.307 4.307 4.307 4.340
S1 4.176 4.176 4.387 4.242
S2 3.930 3.930 4.353
S3 3.553 3.799 4.318
S4 3.176 3.422 4.215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.480 4.061 0.419 9.5% 0.138 3.1% 84% True False 8,989
10 4.480 4.050 0.430 9.7% 0.127 2.9% 85% True False 10,030
20 4.480 3.994 0.486 11.0% 0.126 2.9% 87% True False 7,949
40 4.896 3.994 0.902 20.4% 0.113 2.6% 47% False False 6,677
60 4.896 3.994 0.902 20.4% 0.112 2.5% 47% False False 5,458
80 4.896 3.994 0.902 20.4% 0.113 2.6% 47% False False 4,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.901
2.618 4.739
1.618 4.640
1.000 4.579
0.618 4.541
HIGH 4.480
0.618 4.442
0.500 4.431
0.382 4.419
LOW 4.381
0.618 4.320
1.000 4.282
1.618 4.221
2.618 4.122
4.250 3.960
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 4.431 4.388
PP 4.425 4.362
S1 4.420 4.335

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

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