NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 4.252 4.420 0.168 4.0% 4.181
High 4.429 4.455 0.026 0.6% 4.455
Low 4.212 4.365 0.153 3.6% 4.087
Close 4.423 4.438 0.015 0.3% 4.438
Range 0.217 0.090 -0.127 -58.5% 0.368
ATR 0.124 0.122 -0.002 -2.0% 0.000
Volume 7,212 13,287 6,075 84.2% 52,578
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.689 4.654 4.488
R3 4.599 4.564 4.463
R2 4.509 4.509 4.455
R1 4.474 4.474 4.446 4.492
PP 4.419 4.419 4.419 4.428
S1 4.384 4.384 4.430 4.402
S2 4.329 4.329 4.422
S3 4.239 4.294 4.413
S4 4.149 4.204 4.389
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.431 5.302 4.640
R3 5.063 4.934 4.539
R2 4.695 4.695 4.505
R1 4.566 4.566 4.472 4.631
PP 4.327 4.327 4.327 4.359
S1 4.198 4.198 4.404 4.263
S2 3.959 3.959 4.371
S3 3.591 3.830 4.337
S4 3.223 3.462 4.236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.455 4.087 0.368 8.3% 0.143 3.2% 95% True False 10,515
10 4.455 4.012 0.443 10.0% 0.131 3.0% 96% True False 10,672
20 4.455 4.011 0.444 10.0% 0.122 2.7% 96% True False 8,455
40 4.888 4.011 0.877 19.8% 0.110 2.5% 49% False False 6,509
60 4.888 4.011 0.877 19.8% 0.110 2.5% 49% False False 5,059
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.036
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.838
2.618 4.691
1.618 4.601
1.000 4.545
0.618 4.511
HIGH 4.455
0.618 4.421
0.500 4.410
0.382 4.399
LOW 4.365
0.618 4.309
1.000 4.275
1.618 4.219
2.618 4.129
4.250 3.983
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 4.429 4.400
PP 4.419 4.361
S1 4.410 4.323

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

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