NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 4.106 4.181 0.075 1.8% 4.040
High 4.190 4.290 0.100 2.4% 4.204
Low 4.086 4.163 0.077 1.9% 4.012
Close 4.152 4.184 0.032 0.8% 4.152
Range 0.104 0.127 0.023 22.1% 0.192
ATR 0.112 0.114 0.002 1.7% 0.000
Volume 13,974 13,108 -866 -6.2% 54,143
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.593 4.516 4.254
R3 4.466 4.389 4.219
R2 4.339 4.339 4.207
R1 4.262 4.262 4.196 4.301
PP 4.212 4.212 4.212 4.232
S1 4.135 4.135 4.172 4.174
S2 4.085 4.085 4.161
S3 3.958 4.008 4.149
S4 3.831 3.881 4.114
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.699 4.617 4.258
R3 4.507 4.425 4.205
R2 4.315 4.315 4.187
R1 4.233 4.233 4.170 4.274
PP 4.123 4.123 4.123 4.143
S1 4.041 4.041 4.134 4.082
S2 3.931 3.931 4.117
S3 3.739 3.849 4.099
S4 3.547 3.657 4.046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.290 4.071 0.219 5.2% 0.114 2.7% 52% True False 12,591
10 4.290 4.011 0.279 6.7% 0.112 2.7% 62% True False 10,035
20 4.330 4.011 0.319 7.6% 0.109 2.6% 54% False False 7,727
40 4.888 4.011 0.877 21.0% 0.105 2.5% 20% False False 5,792
60 4.888 4.011 0.877 21.0% 0.109 2.6% 20% False False 4,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.830
2.618 4.622
1.618 4.495
1.000 4.417
0.618 4.368
HIGH 4.290
0.618 4.241
0.500 4.227
0.382 4.212
LOW 4.163
0.618 4.085
1.000 4.036
1.618 3.958
2.618 3.831
4.250 3.623
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 4.227 4.183
PP 4.212 4.182
S1 4.198 4.181

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

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