NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 4.167 4.231 0.064 1.5% 4.040
High 4.266 4.294 0.028 0.7% 4.204
Low 4.087 4.191 0.104 2.5% 4.012
Close 4.228 4.227 -0.001 0.0% 4.152
Range 0.179 0.103 -0.076 -42.5% 0.192
ATR 0.118 0.117 -0.001 -0.9% 0.000
Volume 7,608 11,363 3,755 49.4% 54,143
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.546 4.490 4.284
R3 4.443 4.387 4.255
R2 4.340 4.340 4.246
R1 4.284 4.284 4.236 4.261
PP 4.237 4.237 4.237 4.226
S1 4.181 4.181 4.218 4.158
S2 4.134 4.134 4.208
S3 4.031 4.078 4.199
S4 3.928 3.975 4.170
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 4.294 4.071 0.223 5.3% 0.127 3.0% 70% True False 11,397
10 4.294 4.011 0.283 6.7% 0.118 2.8% 76% True False 10,457
20 4.330 4.011 0.319 7.5% 0.115 2.7% 68% False False 8,031
40 4.888 4.011 0.877 20.7% 0.107 2.5% 25% False False 6,134
60 4.888 4.011 0.877 20.7% 0.110 2.6% 25% False False 4,787
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 0.034
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.732
2.618 4.564
1.618 4.461
1.000 4.397
0.618 4.358
HIGH 4.294
0.618 4.255
0.500 4.243
0.382 4.230
LOW 4.191
0.618 4.127
1.000 4.088
1.618 4.024
2.618 3.921
4.250 3.753
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 4.243 4.215
PP 4.237 4.203
S1 4.232 4.191

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

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