NYMEX Natural Gas Future October 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 4.743 4.644 -0.099 -2.1% 4.510
High 4.770 4.689 -0.081 -1.7% 4.730
Low 4.643 4.500 -0.143 -3.1% 4.450
Close 4.677 4.503 -0.174 -3.7% 4.722
Range 0.127 0.189 0.062 48.8% 0.280
ATR 0.124 0.129 0.005 3.7% 0.000
Volume 22,371 24,428 2,057 9.2% 101,064
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.131 5.006 4.607
R3 4.942 4.817 4.555
R2 4.753 4.753 4.538
R1 4.628 4.628 4.520 4.596
PP 4.564 4.564 4.564 4.548
S1 4.439 4.439 4.486 4.407
S2 4.375 4.375 4.468
S3 4.186 4.250 4.451
S4 3.997 4.061 4.399
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.474 5.378 4.876
R3 5.194 5.098 4.799
R2 4.914 4.914 4.773
R1 4.818 4.818 4.748 4.866
PP 4.634 4.634 4.634 4.658
S1 4.538 4.538 4.696 4.586
S2 4.354 4.354 4.671
S3 4.074 4.258 4.645
S4 3.794 3.978 4.568
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.770 4.500 0.270 6.0% 0.149 3.3% 1% False True 23,109
10 4.770 4.250 0.520 11.5% 0.133 3.0% 49% False False 20,303
20 4.770 4.051 0.719 16.0% 0.125 2.8% 63% False False 18,081
40 4.770 4.051 0.719 16.0% 0.114 2.5% 63% False False 16,476
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.492
2.618 5.184
1.618 4.995
1.000 4.878
0.618 4.806
HIGH 4.689
0.618 4.617
0.500 4.595
0.382 4.572
LOW 4.500
0.618 4.383
1.000 4.311
1.618 4.194
2.618 4.005
4.250 3.697
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 4.595 4.635
PP 4.564 4.591
S1 4.534 4.547

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

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