NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 4.420 4.450 0.030 0.7% 4.181
High 4.455 4.493 0.038 0.9% 4.455
Low 4.365 4.397 0.032 0.7% 4.087
Close 4.438 4.426 -0.012 -0.3% 4.438
Range 0.090 0.096 0.006 6.7% 0.368
ATR 0.122 0.120 -0.002 -1.5% 0.000
Volume 13,287 9,743 -3,544 -26.7% 52,578
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.727 4.672 4.479
R3 4.631 4.576 4.452
R2 4.535 4.535 4.444
R1 4.480 4.480 4.435 4.460
PP 4.439 4.439 4.439 4.428
S1 4.384 4.384 4.417 4.364
S2 4.343 4.343 4.408
S3 4.247 4.288 4.400
S4 4.151 4.192 4.373
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 4.493 4.087 0.406 9.2% 0.137 3.1% 83% True False 9,842
10 4.493 4.071 0.422 9.5% 0.126 2.8% 84% True False 11,216
20 4.493 4.011 0.482 10.9% 0.124 2.8% 86% True False 8,720
40 4.888 4.011 0.877 19.8% 0.110 2.5% 47% False False 6,646
60 4.888 4.011 0.877 19.8% 0.109 2.5% 47% False False 5,199
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 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.901
2.618 4.744
1.618 4.648
1.000 4.589
0.618 4.552
HIGH 4.493
0.618 4.456
0.500 4.445
0.382 4.434
LOW 4.397
0.618 4.338
1.000 4.301
1.618 4.242
2.618 4.146
4.250 3.989
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 4.445 4.402
PP 4.439 4.377
S1 4.432 4.353

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

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