NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 4.494 4.679 0.185 4.1% 4.445
High 4.677 4.719 0.042 0.9% 4.677
Low 4.492 4.592 0.100 2.2% 4.381
Close 4.665 4.624 -0.041 -0.9% 4.665
Range 0.185 0.127 -0.058 -31.4% 0.296
ATR 0.126 0.126 0.000 0.1% 0.000
Volume 10,847 10,828 -19 -0.2% 49,353
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.026 4.952 4.694
R3 4.899 4.825 4.659
R2 4.772 4.772 4.647
R1 4.698 4.698 4.636 4.672
PP 4.645 4.645 4.645 4.632
S1 4.571 4.571 4.612 4.545
S2 4.518 4.518 4.601
S3 4.391 4.444 4.589
S4 4.264 4.317 4.554
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.462 5.360 4.828
R3 5.166 5.064 4.746
R2 4.870 4.870 4.719
R1 4.768 4.768 4.692 4.819
PP 4.574 4.574 4.574 4.600
S1 4.472 4.472 4.638 4.523
S2 4.278 4.278 4.611
S3 3.982 4.176 4.584
S4 3.686 3.880 4.502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.719 4.410 0.309 6.7% 0.132 2.9% 69% True False 10,635
10 4.719 4.061 0.658 14.2% 0.135 2.9% 86% True False 9,812
20 4.719 3.994 0.725 15.7% 0.125 2.7% 87% True False 9,458
40 4.719 3.994 0.725 15.7% 0.115 2.5% 87% True False 7,360
60 4.896 3.994 0.902 19.5% 0.114 2.5% 70% False False 6,245
80 4.896 3.994 0.902 19.5% 0.114 2.5% 70% False False 5,199
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.259
2.618 5.051
1.618 4.924
1.000 4.846
0.618 4.797
HIGH 4.719
0.618 4.670
0.500 4.656
0.382 4.641
LOW 4.592
0.618 4.514
1.000 4.465
1.618 4.387
2.618 4.260
4.250 4.052
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 4.656 4.613
PP 4.645 4.601
S1 4.635 4.590

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

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