NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 4.160 4.109 -0.051 -1.2% 4.216
High 4.204 4.197 -0.007 -0.2% 4.330
Low 4.089 4.096 0.007 0.2% 4.011
Close 4.122 4.188 0.066 1.6% 4.084
Range 0.115 0.101 -0.014 -12.2% 0.319
ATR 0.113 0.112 -0.001 -0.7% 0.000
Volume 9,776 15,161 5,385 55.1% 40,932
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.463 4.427 4.244
R3 4.362 4.326 4.216
R2 4.261 4.261 4.207
R1 4.225 4.225 4.197 4.243
PP 4.160 4.160 4.160 4.170
S1 4.124 4.124 4.179 4.142
S2 4.059 4.059 4.169
S3 3.958 4.023 4.160
S4 3.857 3.922 4.132
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.099 4.910 4.259
R3 4.780 4.591 4.172
R2 4.461 4.461 4.142
R1 4.272 4.272 4.113 4.207
PP 4.142 4.142 4.142 4.109
S1 3.953 3.953 4.055 3.888
S2 3.823 3.823 4.026
S3 3.504 3.634 3.996
S4 3.185 3.315 3.909
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.204 4.011 0.193 4.6% 0.109 2.6% 92% False False 9,517
10 4.330 4.011 0.319 7.6% 0.120 2.9% 55% False False 8,061
20 4.400 4.011 0.389 9.3% 0.106 2.5% 46% False False 6,681
40 4.888 4.011 0.877 20.9% 0.105 2.5% 20% False False 5,052
60 4.888 4.011 0.877 20.9% 0.109 2.6% 20% False False 3,977
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.626
2.618 4.461
1.618 4.360
1.000 4.298
0.618 4.259
HIGH 4.197
0.618 4.158
0.500 4.147
0.382 4.135
LOW 4.096
0.618 4.034
1.000 3.995
1.618 3.933
2.618 3.832
4.250 3.667
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 4.174 4.161
PP 4.160 4.135
S1 4.147 4.108

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

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