NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 4.455 4.560 0.105 2.4% 4.450
High 4.561 4.615 0.054 1.2% 4.683
Low 4.449 4.404 -0.045 -1.0% 4.397
Close 4.542 4.571 0.029 0.6% 4.673
Range 0.112 0.211 0.099 88.4% 0.286
ATR 0.128 0.134 0.006 4.7% 0.000
Volume 8,485 8,883 398 4.7% 50,537
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.163 5.078 4.687
R3 4.952 4.867 4.629
R2 4.741 4.741 4.610
R1 4.656 4.656 4.590 4.699
PP 4.530 4.530 4.530 4.551
S1 4.445 4.445 4.552 4.488
S2 4.319 4.319 4.532
S3 4.108 4.234 4.513
S4 3.897 4.023 4.455
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 4.404 0.322 7.0% 0.165 3.6% 52% False True 8,885
10 4.726 4.365 0.361 7.9% 0.135 2.9% 57% False False 9,837
20 4.726 4.011 0.715 15.6% 0.133 2.9% 78% False False 10,135
40 4.726 4.011 0.715 15.6% 0.118 2.6% 78% False False 7,856
60 4.888 4.011 0.877 19.2% 0.115 2.5% 64% False False 6,298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.512
2.618 5.167
1.618 4.956
1.000 4.826
0.618 4.745
HIGH 4.615
0.618 4.534
0.500 4.510
0.382 4.485
LOW 4.404
0.618 4.274
1.000 4.193
1.618 4.063
2.618 3.852
4.250 3.507
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 4.551 4.555
PP 4.530 4.538
S1 4.510 4.522

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

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