NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 4.168 4.156 -0.012 -0.3% 3.923
High 4.230 4.269 0.039 0.9% 4.198
Low 4.116 4.151 0.035 0.9% 3.800
Close 4.161 4.254 0.093 2.2% 4.168
Range 0.114 0.118 0.004 3.5% 0.398
ATR 0.141 0.140 -0.002 -1.2% 0.000
Volume 106,059 88,177 -17,882 -16.9% 679,125
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.579 4.534 4.319
R3 4.461 4.416 4.286
R2 4.343 4.343 4.276
R1 4.298 4.298 4.265 4.321
PP 4.225 4.225 4.225 4.236
S1 4.180 4.180 4.243 4.203
S2 4.107 4.107 4.232
S3 3.989 4.062 4.222
S4 3.871 3.944 4.189
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.249 5.107 4.387
R3 4.851 4.709 4.277
R2 4.453 4.453 4.241
R1 4.311 4.311 4.204 4.382
PP 4.055 4.055 4.055 4.091
S1 3.913 3.913 4.132 3.984
S2 3.657 3.657 4.095
S3 3.259 3.515 4.059
S4 2.861 3.117 3.949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.269 3.902 0.367 8.6% 0.139 3.3% 96% True False 113,074
10 4.269 3.795 0.474 11.1% 0.145 3.4% 97% True False 123,405
20 4.269 3.731 0.538 12.6% 0.144 3.4% 97% True False 115,896
40 4.631 3.731 0.900 21.2% 0.133 3.1% 58% False False 89,924
60 4.800 3.731 1.069 25.1% 0.135 3.2% 49% False False 70,913
80 4.800 3.731 1.069 25.1% 0.139 3.3% 49% False False 59,289
100 4.800 3.731 1.069 25.1% 0.141 3.3% 49% False False 50,925
120 4.800 3.731 1.069 25.1% 0.132 3.1% 49% False False 44,087
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 0.035
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.771
2.618 4.578
1.618 4.460
1.000 4.387
0.618 4.342
HIGH 4.269
0.618 4.224
0.500 4.210
0.382 4.196
LOW 4.151
0.618 4.078
1.000 4.033
1.618 3.960
2.618 3.842
4.250 3.650
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 4.239 4.231
PP 4.225 4.207
S1 4.210 4.184

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

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