NYMEX Natural Gas Future December 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 5.142 5.068 -0.074 -1.4% 4.933
High 5.145 5.068 -0.077 -1.5% 5.109
Low 5.029 4.891 -0.138 -2.7% 4.874
Close 5.058 4.899 -0.159 -3.1% 5.105
Range 0.116 0.177 0.061 52.6% 0.235
ATR 0.103 0.108 0.005 5.1% 0.000
Volume 6,331 6,718 387 6.1% 23,996
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.484 5.368 4.996
R3 5.307 5.191 4.948
R2 5.130 5.130 4.931
R1 5.014 5.014 4.915 4.984
PP 4.953 4.953 4.953 4.937
S1 4.837 4.837 4.883 4.807
S2 4.776 4.776 4.867
S3 4.599 4.660 4.850
S4 4.422 4.483 4.802
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.734 5.655 5.234
R3 5.499 5.420 5.170
R2 5.264 5.264 5.148
R1 5.185 5.185 5.127 5.225
PP 5.029 5.029 5.029 5.049
S1 4.950 4.950 5.083 4.990
S2 4.794 4.794 5.062
S3 4.559 4.715 5.040
S4 4.324 4.480 4.976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.145 4.891 0.254 5.2% 0.127 2.6% 3% False True 6,116
10 5.145 4.733 0.412 8.4% 0.110 2.3% 40% False False 5,093
20 5.145 4.511 0.634 12.9% 0.104 2.1% 61% False False 4,188
40 5.145 4.511 0.634 12.9% 0.094 1.9% 61% False False 3,226
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 5.820
2.618 5.531
1.618 5.354
1.000 5.245
0.618 5.177
HIGH 5.068
0.618 5.000
0.500 4.980
0.382 4.959
LOW 4.891
0.618 4.782
1.000 4.714
1.618 4.605
2.618 4.428
4.250 4.139
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 4.980 5.018
PP 4.953 4.978
S1 4.926 4.939

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

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