NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 4.450 4.464 0.014 0.3% 4.181
High 4.493 4.505 0.012 0.3% 4.455
Low 4.397 4.423 0.026 0.6% 4.087
Close 4.426 4.502 0.076 1.7% 4.438
Range 0.096 0.082 -0.014 -14.6% 0.368
ATR 0.120 0.117 -0.003 -2.3% 0.000
Volume 9,743 10,027 284 2.9% 52,578
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.723 4.694 4.547
R3 4.641 4.612 4.525
R2 4.559 4.559 4.517
R1 4.530 4.530 4.510 4.545
PP 4.477 4.477 4.477 4.484
S1 4.448 4.448 4.494 4.463
S2 4.395 4.395 4.487
S3 4.313 4.366 4.479
S4 4.231 4.284 4.457
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 4.505 4.191 0.314 7.0% 0.118 2.6% 99% True False 10,326
10 4.505 4.071 0.434 9.6% 0.122 2.7% 99% True False 11,241
20 4.505 4.011 0.494 11.0% 0.121 2.7% 99% True False 9,055
40 4.689 4.011 0.678 15.1% 0.108 2.4% 72% False False 6,763
60 4.888 4.011 0.877 19.5% 0.109 2.4% 56% False False 5,348
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 0.037
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.854
2.618 4.720
1.618 4.638
1.000 4.587
0.618 4.556
HIGH 4.505
0.618 4.474
0.500 4.464
0.382 4.454
LOW 4.423
0.618 4.372
1.000 4.341
1.618 4.290
2.618 4.208
4.250 4.075
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 4.489 4.480
PP 4.477 4.457
S1 4.464 4.435

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

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