NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 4.750 4.810 0.060 1.3% 4.454
High 4.788 4.837 0.049 1.0% 4.679
Low 4.720 4.696 -0.024 -0.5% 4.345
Close 4.781 4.718 -0.063 -1.3% 4.667
Range 0.068 0.141 0.073 107.4% 0.334
ATR 0.101 0.103 0.003 2.9% 0.000
Volume 5,473 9,306 3,833 70.0% 20,015
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.173 5.087 4.796
R3 5.032 4.946 4.757
R2 4.891 4.891 4.744
R1 4.805 4.805 4.731 4.778
PP 4.750 4.750 4.750 4.737
S1 4.664 4.664 4.705 4.637
S2 4.609 4.609 4.692
S3 4.468 4.523 4.679
S4 4.327 4.382 4.640
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.566 5.450 4.851
R3 5.232 5.116 4.759
R2 4.898 4.898 4.728
R1 4.782 4.782 4.698 4.840
PP 4.564 4.564 4.564 4.593
S1 4.448 4.448 4.636 4.506
S2 4.230 4.230 4.606
S3 3.896 4.114 4.575
S4 3.562 3.780 4.483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.837 4.594 0.243 5.2% 0.090 1.9% 51% True False 6,090
10 4.837 4.329 0.508 10.8% 0.107 2.3% 77% True False 4,870
20 4.837 4.243 0.594 12.6% 0.108 2.3% 80% True False 5,174
40 4.842 4.243 0.599 12.7% 0.092 2.0% 79% False False 4,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.436
2.618 5.206
1.618 5.065
1.000 4.978
0.618 4.924
HIGH 4.837
0.618 4.783
0.500 4.767
0.382 4.750
LOW 4.696
0.618 4.609
1.000 4.555
1.618 4.468
2.618 4.327
4.250 4.097
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 4.767 4.740
PP 4.750 4.733
S1 4.734 4.725

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

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