NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 4.464 4.506 0.042 0.9% 4.181
High 4.505 4.590 0.085 1.9% 4.455
Low 4.423 4.506 0.083 1.9% 4.087
Close 4.502 4.579 0.077 1.7% 4.438
Range 0.082 0.084 0.002 2.4% 0.368
ATR 0.117 0.115 -0.002 -1.8% 0.000
Volume 10,027 7,055 -2,972 -29.6% 52,578
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.810 4.779 4.625
R3 4.726 4.695 4.602
R2 4.642 4.642 4.594
R1 4.611 4.611 4.587 4.627
PP 4.558 4.558 4.558 4.566
S1 4.527 4.527 4.571 4.543
S2 4.474 4.474 4.564
S3 4.390 4.443 4.556
S4 4.306 4.359 4.533
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 4.590 4.212 0.378 8.3% 0.114 2.5% 97% True False 9,464
10 4.590 4.071 0.519 11.3% 0.121 2.6% 98% True False 10,431
20 4.590 4.011 0.579 12.6% 0.120 2.6% 98% True False 9,246
40 4.670 4.011 0.659 14.4% 0.108 2.3% 86% False False 6,861
60 4.888 4.011 0.877 19.2% 0.109 2.4% 65% False False 5,448
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 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.947
2.618 4.810
1.618 4.726
1.000 4.674
0.618 4.642
HIGH 4.590
0.618 4.558
0.500 4.548
0.382 4.538
LOW 4.506
0.618 4.454
1.000 4.422
1.618 4.370
2.618 4.286
4.250 4.149
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 4.569 4.551
PP 4.558 4.522
S1 4.548 4.494

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

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