NYMEX Natural Gas Future October 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 4.510 4.478 -0.032 -0.7% 4.245
High 4.552 4.555 0.003 0.1% 4.508
Low 4.450 4.476 0.026 0.6% 4.140
Close 4.478 4.553 0.075 1.7% 4.492
Range 0.102 0.079 -0.023 -22.5% 0.368
ATR 0.121 0.118 -0.003 -2.5% 0.000
Volume 14,751 17,564 2,813 19.1% 81,886
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.765 4.738 4.596
R3 4.686 4.659 4.575
R2 4.607 4.607 4.567
R1 4.580 4.580 4.560 4.594
PP 4.528 4.528 4.528 4.535
S1 4.501 4.501 4.546 4.515
S2 4.449 4.449 4.539
S3 4.370 4.422 4.531
S4 4.291 4.343 4.510
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.484 5.356 4.694
R3 5.116 4.988 4.593
R2 4.748 4.748 4.559
R1 4.620 4.620 4.526 4.684
PP 4.380 4.380 4.380 4.412
S1 4.252 4.252 4.458 4.316
S2 4.012 4.012 4.425
S3 3.644 3.884 4.391
S4 3.276 3.516 4.290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.555 4.250 0.305 6.7% 0.117 2.6% 99% True False 17,497
10 4.555 4.116 0.439 9.6% 0.123 2.7% 100% True False 16,482
20 4.555 4.051 0.504 11.1% 0.122 2.7% 100% True False 16,204
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 0.030
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.891
2.618 4.762
1.618 4.683
1.000 4.634
0.618 4.604
HIGH 4.555
0.618 4.525
0.500 4.516
0.382 4.506
LOW 4.476
0.618 4.427
1.000 4.397
1.618 4.348
2.618 4.269
4.250 4.140
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 4.541 4.532
PP 4.528 4.510
S1 4.516 4.489

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

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