NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 4.234 4.254 0.020 0.5% 3.985
High 4.272 4.309 0.037 0.9% 4.272
Low 4.174 4.200 0.026 0.6% 3.865
Close 4.246 4.241 -0.005 -0.1% 4.246
Range 0.098 0.109 0.011 11.2% 0.407
ATR 0.139 0.137 -0.002 -1.6% 0.000
Volume 117,478 90,659 -26,819 -22.8% 429,149
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.577 4.518 4.301
R3 4.468 4.409 4.271
R2 4.359 4.359 4.261
R1 4.300 4.300 4.251 4.275
PP 4.250 4.250 4.250 4.238
S1 4.191 4.191 4.231 4.166
S2 4.141 4.141 4.221
S3 4.032 4.082 4.211
S4 3.923 3.973 4.181
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.349 5.204 4.470
R3 4.942 4.797 4.358
R2 4.535 4.535 4.321
R1 4.390 4.390 4.283 4.463
PP 4.128 4.128 4.128 4.164
S1 3.983 3.983 4.209 4.056
S2 3.721 3.721 4.171
S3 3.314 3.576 4.134
S4 2.907 3.169 4.022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.309 3.865 0.444 10.5% 0.153 3.6% 85% True False 90,796
10 4.309 3.855 0.454 10.7% 0.143 3.4% 85% True False 81,038
20 4.309 3.805 0.504 11.9% 0.142 3.3% 87% True False 58,739
40 4.822 3.805 1.017 24.0% 0.131 3.1% 43% False False 50,226
60 4.822 3.805 1.017 24.0% 0.129 3.0% 43% False False 38,868
80 4.822 3.805 1.017 24.0% 0.131 3.1% 43% False False 31,329
100 4.822 3.805 1.017 24.0% 0.132 3.1% 43% False False 26,055
120 4.822 3.805 1.017 24.0% 0.123 2.9% 43% False False 22,163
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 2 trading days
Fibonacci Retracements and Extensions
4.250 4.772
2.618 4.594
1.618 4.485
1.000 4.418
0.618 4.376
HIGH 4.309
0.618 4.267
0.500 4.255
0.382 4.242
LOW 4.200
0.618 4.133
1.000 4.091
1.618 4.024
2.618 3.915
4.250 3.737
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 4.255 4.211
PP 4.250 4.180
S1 4.246 4.150

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

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