NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 4.109 4.152 0.043 1.0% 4.216
High 4.197 4.194 -0.003 -0.1% 4.330
Low 4.096 4.071 -0.025 -0.6% 4.011
Close 4.188 4.098 -0.090 -2.1% 4.084
Range 0.101 0.123 0.022 21.8% 0.319
ATR 0.112 0.113 0.001 0.7% 0.000
Volume 15,161 10,936 -4,225 -27.9% 40,932
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.490 4.417 4.166
R3 4.367 4.294 4.132
R2 4.244 4.244 4.121
R1 4.171 4.171 4.109 4.146
PP 4.121 4.121 4.121 4.109
S1 4.048 4.048 4.087 4.023
S2 3.998 3.998 4.075
S3 3.875 3.925 4.064
S4 3.752 3.802 4.030
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 4.7% 0.116 2.8% 45% False False 10,214
10 4.330 4.011 0.319 7.8% 0.120 2.9% 27% False False 8,778
20 4.400 4.011 0.389 9.5% 0.108 2.6% 22% False False 6,922
40 4.888 4.011 0.877 21.4% 0.104 2.5% 10% False False 5,282
60 4.888 4.011 0.877 21.4% 0.108 2.6% 10% False False 4,138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.717
2.618 4.516
1.618 4.393
1.000 4.317
0.618 4.270
HIGH 4.194
0.618 4.147
0.500 4.133
0.382 4.118
LOW 4.071
0.618 3.995
1.000 3.948
1.618 3.872
2.618 3.749
4.250 3.548
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 4.133 4.138
PP 4.121 4.124
S1 4.110 4.111

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

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