NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 4.344 4.421 0.077 1.8% 3.985
High 4.428 4.480 0.052 1.2% 4.272
Low 4.331 4.293 -0.038 -0.9% 3.865
Close 4.412 4.327 -0.085 -1.9% 4.246
Range 0.097 0.187 0.090 92.8% 0.407
ATR 0.132 0.136 0.004 2.9% 0.000
Volume 67,810 83,197 15,387 22.7% 429,149
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.928 4.814 4.430
R3 4.741 4.627 4.378
R2 4.554 4.554 4.361
R1 4.440 4.440 4.344 4.404
PP 4.367 4.367 4.367 4.348
S1 4.253 4.253 4.310 4.217
S2 4.180 4.180 4.293
S3 3.993 4.066 4.276
S4 3.806 3.879 4.224
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 4.480 4.174 0.306 7.1% 0.120 2.8% 50% True False 87,104
10 4.480 3.865 0.615 14.2% 0.145 3.3% 75% True False 81,674
20 4.480 3.805 0.675 15.6% 0.142 3.3% 77% True False 66,200
40 4.543 3.805 0.738 17.1% 0.128 3.0% 71% False False 54,267
60 4.822 3.805 1.017 23.5% 0.130 3.0% 51% False False 42,400
80 4.822 3.805 1.017 23.5% 0.130 3.0% 51% False False 33,941
100 4.822 3.805 1.017 23.5% 0.131 3.0% 51% False False 28,244
120 4.822 3.805 1.017 23.5% 0.124 2.9% 51% False False 24,008
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.275
2.618 4.970
1.618 4.783
1.000 4.667
0.618 4.596
HIGH 4.480
0.618 4.409
0.500 4.387
0.382 4.364
LOW 4.293
0.618 4.177
1.000 4.106
1.618 3.990
2.618 3.803
4.250 3.498
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 4.387 4.355
PP 4.367 4.345
S1 4.347 4.336

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

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