NYMEX Natural Gas Future December 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 4.971 5.042 0.071 1.4% 4.694
High 5.022 5.063 0.041 0.8% 4.930
Low 4.971 4.936 -0.035 -0.7% 4.613
Close 5.017 4.961 -0.056 -1.1% 4.915
Range 0.051 0.127 0.076 149.0% 0.317
ATR 0.095 0.097 0.002 2.4% 0.000
Volume 3,402 7,123 3,721 109.4% 19,470
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.368 5.291 5.031
R3 5.241 5.164 4.996
R2 5.114 5.114 4.984
R1 5.037 5.037 4.973 5.012
PP 4.987 4.987 4.987 4.974
S1 4.910 4.910 4.949 4.885
S2 4.860 4.860 4.938
S3 4.733 4.783 4.926
S4 4.606 4.656 4.891
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 5.063 4.850 0.213 4.3% 0.083 1.7% 52% True False 4,700
10 5.063 4.582 0.481 9.7% 0.100 2.0% 79% True False 3,953
20 5.063 4.511 0.552 11.1% 0.102 2.1% 82% True False 3,548
40 5.065 4.511 0.554 11.2% 0.090 1.8% 81% False False 3,009
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 0.023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.603
2.618 5.395
1.618 5.268
1.000 5.190
0.618 5.141
HIGH 5.063
0.618 5.014
0.500 5.000
0.382 4.985
LOW 4.936
0.618 4.858
1.000 4.809
1.618 4.731
2.618 4.604
4.250 4.396
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 5.000 4.975
PP 4.987 4.970
S1 4.974 4.966

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

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