NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 4.410 4.495 0.085 1.9% 4.171
High 4.496 4.580 0.084 1.9% 4.438
Low 4.410 4.495 0.085 1.9% 4.061
Close 4.493 4.570 0.077 1.7% 4.422
Range 0.086 0.085 -0.001 -1.2% 0.377
ATR 0.119 0.117 -0.002 -1.9% 0.000
Volume 9,126 7,478 -1,648 -18.1% 49,680
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.803 4.772 4.617
R3 4.718 4.687 4.593
R2 4.633 4.633 4.586
R1 4.602 4.602 4.578 4.618
PP 4.548 4.548 4.548 4.556
S1 4.517 4.517 4.562 4.533
S2 4.463 4.463 4.554
S3 4.378 4.432 4.547
S4 4.293 4.347 4.523
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 4.580 4.190 0.390 8.5% 0.116 2.5% 97% True False 9,300
10 4.580 4.050 0.530 11.6% 0.122 2.7% 98% True False 9,417
20 4.580 3.994 0.586 12.8% 0.122 2.7% 98% True False 8,425
40 4.667 3.994 0.673 14.7% 0.111 2.4% 86% False False 6,880
60 4.896 3.994 0.902 19.7% 0.112 2.5% 64% False False 5,691
80 4.896 3.994 0.902 19.7% 0.113 2.5% 64% False False 4,781
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 0.027
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.941
2.618 4.803
1.618 4.718
1.000 4.665
0.618 4.633
HIGH 4.580
0.618 4.548
0.500 4.538
0.382 4.527
LOW 4.495
0.618 4.442
1.000 4.410
1.618 4.357
2.618 4.272
4.250 4.134
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 4.559 4.540
PP 4.548 4.510
S1 4.538 4.481

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

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