NYMEX Natural Gas Future May 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 4.254 4.235 -0.019 -0.4% 3.985
High 4.309 4.340 0.031 0.7% 4.272
Low 4.200 4.229 0.029 0.7% 3.865
Close 4.241 4.331 0.090 2.1% 4.246
Range 0.109 0.111 0.002 1.8% 0.407
ATR 0.137 0.135 -0.002 -1.4% 0.000
Volume 90,659 76,378 -14,281 -15.8% 429,149
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.633 4.593 4.392
R3 4.522 4.482 4.362
R2 4.411 4.411 4.351
R1 4.371 4.371 4.341 4.391
PP 4.300 4.300 4.300 4.310
S1 4.260 4.260 4.321 4.280
S2 4.189 4.189 4.311
S3 4.078 4.149 4.300
S4 3.967 4.038 4.270
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 4.340 3.979 0.361 8.3% 0.135 3.1% 98% True False 95,172
10 4.340 3.855 0.485 11.2% 0.141 3.2% 98% True False 80,097
20 4.340 3.805 0.535 12.4% 0.140 3.2% 98% True False 61,100
40 4.660 3.805 0.855 19.7% 0.129 3.0% 62% False False 51,452
60 4.822 3.805 1.017 23.5% 0.129 3.0% 52% False False 40,018
80 4.822 3.805 1.017 23.5% 0.131 3.0% 52% False False 32,213
100 4.822 3.805 1.017 23.5% 0.132 3.1% 52% False False 26,787
120 4.822 3.805 1.017 23.5% 0.123 2.8% 52% False False 22,790
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 0.032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.812
2.618 4.631
1.618 4.520
1.000 4.451
0.618 4.409
HIGH 4.340
0.618 4.298
0.500 4.285
0.382 4.271
LOW 4.229
0.618 4.160
1.000 4.118
1.618 4.049
2.618 3.938
4.250 3.757
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 4.316 4.306
PP 4.300 4.282
S1 4.285 4.257

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

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