NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 4.065 4.122 0.057 1.4% 3.968
High 4.171 4.123 -0.048 -1.2% 4.106
Low 4.025 3.941 -0.084 -2.1% 3.894
Close 4.110 3.950 -0.160 -3.9% 4.073
Range 0.146 0.182 0.036 24.7% 0.212
ATR 0.128 0.132 0.004 3.0% 0.000
Volume 43,013 48,395 5,382 12.5% 112,181
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.551 4.432 4.050
R3 4.369 4.250 4.000
R2 4.187 4.187 3.983
R1 4.068 4.068 3.967 4.037
PP 4.005 4.005 4.005 3.989
S1 3.886 3.886 3.933 3.855
S2 3.823 3.823 3.917
S3 3.641 3.704 3.900
S4 3.459 3.522 3.850
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.660 4.579 4.190
R3 4.448 4.367 4.131
R2 4.236 4.236 4.112
R1 4.155 4.155 4.092 4.196
PP 4.024 4.024 4.024 4.045
S1 3.943 3.943 4.054 3.984
S2 3.812 3.812 4.034
S3 3.600 3.731 4.015
S4 3.388 3.519 3.956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.171 3.894 0.277 7.0% 0.155 3.9% 20% False False 34,887
10 4.171 3.894 0.277 7.0% 0.130 3.3% 20% False False 33,438
20 4.543 3.894 0.649 16.4% 0.119 3.0% 9% False False 45,774
40 4.822 3.894 0.928 23.5% 0.129 3.3% 6% False False 33,166
60 4.822 3.894 0.928 23.5% 0.130 3.3% 6% False False 24,898
80 4.822 3.894 0.928 23.5% 0.130 3.3% 6% False False 20,149
100 4.822 3.882 0.940 23.8% 0.124 3.1% 7% False False 16,732
120 4.822 3.882 0.940 23.8% 0.116 2.9% 7% False False 14,301
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 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.897
2.618 4.599
1.618 4.417
1.000 4.305
0.618 4.235
HIGH 4.123
0.618 4.053
0.500 4.032
0.382 4.011
LOW 3.941
0.618 3.829
1.000 3.759
1.618 3.647
2.618 3.465
4.250 3.168
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 4.032 4.035
PP 4.005 4.006
S1 3.977 3.978

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

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