NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 4.600 4.452 -0.148 -3.2% 4.445
High 4.631 4.554 -0.077 -1.7% 4.677
Low 4.443 4.438 -0.005 -0.1% 4.381
Close 4.445 4.535 0.090 2.0% 4.665
Range 0.188 0.116 -0.072 -38.3% 0.296
ATR 0.130 0.129 -0.001 -0.8% 0.000
Volume 10,250 8,698 -1,552 -15.1% 49,353
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.857 4.812 4.599
R3 4.741 4.696 4.567
R2 4.625 4.625 4.556
R1 4.580 4.580 4.546 4.603
PP 4.509 4.509 4.509 4.520
S1 4.464 4.464 4.524 4.487
S2 4.393 4.393 4.514
S3 4.277 4.348 4.503
S4 4.161 4.232 4.471
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 4.438 0.281 6.2% 0.159 3.5% 35% False True 11,104
10 4.719 4.190 0.529 11.7% 0.137 3.0% 65% False False 10,202
20 4.719 3.994 0.725 16.0% 0.128 2.8% 75% False False 9,767
40 4.719 3.994 0.725 16.0% 0.117 2.6% 75% False False 7,656
60 4.896 3.994 0.902 19.9% 0.117 2.6% 60% False False 6,521
80 4.896 3.994 0.902 19.9% 0.116 2.6% 60% False False 5,394
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.047
2.618 4.858
1.618 4.742
1.000 4.670
0.618 4.626
HIGH 4.554
0.618 4.510
0.500 4.496
0.382 4.482
LOW 4.438
0.618 4.366
1.000 4.322
1.618 4.250
2.618 4.134
4.250 3.945
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 4.522 4.579
PP 4.509 4.564
S1 4.496 4.550

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

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