NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 4.452 4.553 0.101 2.3% 4.445
High 4.554 4.610 0.056 1.2% 4.677
Low 4.438 4.396 -0.042 -0.9% 4.381
Close 4.535 4.566 0.031 0.7% 4.665
Range 0.116 0.214 0.098 84.5% 0.296
ATR 0.129 0.135 0.006 4.7% 0.000
Volume 8,698 12,581 3,883 44.6% 49,353
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.166 5.080 4.684
R3 4.952 4.866 4.625
R2 4.738 4.738 4.605
R1 4.652 4.652 4.586 4.695
PP 4.524 4.524 4.524 4.546
S1 4.438 4.438 4.546 4.481
S2 4.310 4.310 4.527
S3 4.096 4.224 4.507
S4 3.882 4.010 4.448
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 4.396 0.323 7.1% 0.166 3.6% 53% False True 10,640
10 4.719 4.349 0.370 8.1% 0.137 3.0% 59% False False 10,339
20 4.719 3.994 0.725 15.9% 0.134 2.9% 79% False False 10,050
40 4.719 3.994 0.725 15.9% 0.120 2.6% 79% False False 7,882
60 4.896 3.994 0.902 19.8% 0.118 2.6% 63% False False 6,693
80 4.896 3.994 0.902 19.8% 0.118 2.6% 63% False False 5,539
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.520
2.618 5.170
1.618 4.956
1.000 4.824
0.618 4.742
HIGH 4.610
0.618 4.528
0.500 4.503
0.382 4.478
LOW 4.396
0.618 4.264
1.000 4.182
1.618 4.050
2.618 3.836
4.250 3.487
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 4.545 4.549
PP 4.524 4.531
S1 4.503 4.514

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

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