NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 4.895 4.971 0.076 1.6% 4.694
High 4.961 5.022 0.061 1.2% 4.930
Low 4.887 4.971 0.084 1.7% 4.613
Close 4.961 5.017 0.056 1.1% 4.915
Range 0.074 0.051 -0.023 -31.1% 0.317
ATR 0.098 0.095 -0.003 -2.7% 0.000
Volume 2,442 3,402 960 39.3% 19,470
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.156 5.138 5.045
R3 5.105 5.087 5.031
R2 5.054 5.054 5.026
R1 5.036 5.036 5.022 5.045
PP 5.003 5.003 5.003 5.008
S1 4.985 4.985 5.012 4.994
S2 4.952 4.952 5.008
S3 4.901 4.934 5.003
S4 4.850 4.883 4.989
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.770 5.660 5.089
R3 5.453 5.343 5.002
R2 5.136 5.136 4.973
R1 5.026 5.026 4.944 5.081
PP 4.819 4.819 4.819 4.847
S1 4.709 4.709 4.886 4.764
S2 4.502 4.502 4.857
S3 4.185 4.392 4.828
S4 3.868 4.075 4.741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.022 4.766 0.256 5.1% 0.087 1.7% 98% True False 3,902
10 5.022 4.566 0.456 9.1% 0.097 1.9% 99% True False 3,514
20 5.022 4.511 0.511 10.2% 0.102 2.0% 99% True False 3,304
40 5.105 4.511 0.594 11.8% 0.089 1.8% 85% False False 2,933
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 0.022
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 5.239
2.618 5.156
1.618 5.105
1.000 5.073
0.618 5.054
HIGH 5.022
0.618 5.003
0.500 4.997
0.382 4.990
LOW 4.971
0.618 4.939
1.000 4.920
1.618 4.888
2.618 4.837
4.250 4.754
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 5.010 4.994
PP 5.003 4.971
S1 4.997 4.948

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

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