NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 4.231 4.252 0.021 0.5% 4.040
High 4.294 4.429 0.135 3.1% 4.204
Low 4.191 4.212 0.021 0.5% 4.012
Close 4.227 4.423 0.196 4.6% 4.152
Range 0.103 0.217 0.114 110.7% 0.192
ATR 0.117 0.124 0.007 6.1% 0.000
Volume 11,363 7,212 -4,151 -36.5% 54,143
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.006 4.931 4.542
R3 4.789 4.714 4.483
R2 4.572 4.572 4.463
R1 4.497 4.497 4.443 4.535
PP 4.355 4.355 4.355 4.373
S1 4.280 4.280 4.403 4.318
S2 4.138 4.138 4.383
S3 3.921 4.063 4.363
S4 3.704 3.846 4.304
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 4.429 4.086 0.343 7.8% 0.146 3.3% 98% True False 10,653
10 4.429 4.011 0.418 9.5% 0.131 3.0% 99% True False 10,433
20 4.429 4.011 0.418 9.5% 0.122 2.8% 99% True False 8,045
40 4.888 4.011 0.877 19.8% 0.111 2.5% 47% False False 6,252
60 4.888 4.011 0.877 19.8% 0.110 2.5% 47% False False 4,884
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 5.351
2.618 4.997
1.618 4.780
1.000 4.646
0.618 4.563
HIGH 4.429
0.618 4.346
0.500 4.321
0.382 4.295
LOW 4.212
0.618 4.078
1.000 3.995
1.618 3.861
2.618 3.644
4.250 3.290
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 4.389 4.368
PP 4.355 4.313
S1 4.321 4.258

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

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