NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 4.708 4.606 -0.102 -2.2% 4.450
High 4.726 4.639 -0.087 -1.8% 4.683
Low 4.598 4.446 -0.152 -3.3% 4.397
Close 4.630 4.452 -0.178 -3.8% 4.673
Range 0.128 0.193 0.065 50.8% 0.286
ATR 0.124 0.129 0.005 4.0% 0.000
Volume 8,033 9,148 1,115 13.9% 50,537
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.091 4.965 4.558
R3 4.898 4.772 4.505
R2 4.705 4.705 4.487
R1 4.579 4.579 4.470 4.546
PP 4.512 4.512 4.512 4.496
S1 4.386 4.386 4.434 4.353
S2 4.319 4.319 4.417
S3 4.126 4.193 4.399
S4 3.933 4.000 4.346
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.442 5.344 4.830
R3 5.156 5.058 4.752
R2 4.870 4.870 4.725
R1 4.772 4.772 4.699 4.821
PP 4.584 4.584 4.584 4.609
S1 4.486 4.486 4.647 4.535
S2 4.298 4.298 4.621
S3 4.012 4.200 4.594
S4 3.726 3.914 4.516
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.726 4.446 0.280 6.3% 0.151 3.4% 2% False True 9,589
10 4.726 4.191 0.535 12.0% 0.134 3.0% 49% False False 9,958
20 4.726 4.011 0.715 16.1% 0.124 2.8% 62% False False 10,017
40 4.726 4.011 0.715 16.1% 0.113 2.5% 62% False False 7,572
60 4.888 4.011 0.877 19.7% 0.113 2.5% 50% False False 6,063
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 0.030
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.459
2.618 5.144
1.618 4.951
1.000 4.832
0.618 4.758
HIGH 4.639
0.618 4.565
0.500 4.543
0.382 4.520
LOW 4.446
0.618 4.327
1.000 4.253
1.618 4.134
2.618 3.941
4.250 3.626
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 4.543 4.586
PP 4.512 4.541
S1 4.482 4.497

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

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