NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 3.988 4.013 0.025 0.6% 3.881
High 4.067 4.085 0.018 0.4% 4.021
Low 3.865 3.979 0.114 2.9% 3.805
Close 4.012 4.010 -0.002 0.0% 3.945
Range 0.202 0.106 -0.096 -47.5% 0.216
ATR 0.136 0.134 -0.002 -1.6% 0.000
Volume 54,500 103,604 49,104 90.1% 322,930
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.343 4.282 4.068
R3 4.237 4.176 4.039
R2 4.131 4.131 4.029
R1 4.070 4.070 4.020 4.048
PP 4.025 4.025 4.025 4.013
S1 3.964 3.964 4.000 3.942
S2 3.919 3.919 3.991
S3 3.813 3.858 3.981
S4 3.707 3.752 3.952
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.572 4.474 4.064
R3 4.356 4.258 4.004
R2 4.140 4.140 3.985
R1 4.042 4.042 3.965 4.091
PP 3.924 3.924 3.924 3.948
S1 3.826 3.826 3.925 3.875
S2 3.708 3.708 3.905
S3 3.492 3.610 3.886
S4 3.276 3.394 3.826
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.105 3.855 0.250 6.2% 0.146 3.7% 62% False False 72,934
10 4.105 3.805 0.300 7.5% 0.136 3.4% 68% False False 62,447
20 4.171 3.805 0.366 9.1% 0.132 3.3% 56% False False 48,922
40 4.822 3.805 1.017 25.4% 0.129 3.2% 20% False False 44,283
60 4.822 3.805 1.017 25.4% 0.130 3.2% 20% False False 34,279
80 4.822 3.805 1.017 25.4% 0.130 3.2% 20% False False 27,792
100 4.822 3.805 1.017 25.4% 0.131 3.3% 20% False False 23,175
120 4.822 3.805 1.017 25.4% 0.121 3.0% 20% False False 19,745
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.040
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.536
2.618 4.363
1.618 4.257
1.000 4.191
0.618 4.151
HIGH 4.085
0.618 4.045
0.500 4.032
0.382 4.019
LOW 3.979
0.618 3.913
1.000 3.873
1.618 3.807
2.618 3.701
4.250 3.529
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 4.032 4.002
PP 4.025 3.993
S1 4.017 3.985

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

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