NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 4.421 4.300 -0.121 -2.7% 4.254
High 4.480 4.509 0.029 0.6% 4.509
Low 4.293 4.300 0.007 0.2% 4.200
Close 4.327 4.490 0.163 3.8% 4.490
Range 0.187 0.209 0.022 11.8% 0.309
ATR 0.136 0.142 0.005 3.8% 0.000
Volume 83,197 108,599 25,402 30.5% 426,643
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.060 4.984 4.605
R3 4.851 4.775 4.547
R2 4.642 4.642 4.528
R1 4.566 4.566 4.509 4.604
PP 4.433 4.433 4.433 4.452
S1 4.357 4.357 4.471 4.395
S2 4.224 4.224 4.452
S3 4.015 4.148 4.433
S4 3.806 3.939 4.375
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.327 5.217 4.660
R3 5.018 4.908 4.575
R2 4.709 4.709 4.547
R1 4.599 4.599 4.518 4.654
PP 4.400 4.400 4.400 4.427
S1 4.290 4.290 4.462 4.345
S2 4.091 4.091 4.433
S3 3.782 3.981 4.405
S4 3.473 3.672 4.320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.509 4.200 0.309 6.9% 0.143 3.2% 94% True False 85,328
10 4.509 3.865 0.644 14.3% 0.152 3.4% 97% True False 85,579
20 4.509 3.805 0.704 15.7% 0.142 3.2% 97% True False 69,929
40 4.543 3.805 0.738 16.4% 0.129 2.9% 93% False False 56,416
60 4.822 3.805 1.017 22.7% 0.131 2.9% 67% False False 44,111
80 4.822 3.805 1.017 22.7% 0.132 2.9% 67% False False 35,189
100 4.822 3.805 1.017 22.7% 0.131 2.9% 67% False False 29,258
120 4.822 3.805 1.017 22.7% 0.125 2.8% 67% False False 24,887
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.397
2.618 5.056
1.618 4.847
1.000 4.718
0.618 4.638
HIGH 4.509
0.618 4.429
0.500 4.405
0.382 4.380
LOW 4.300
0.618 4.171
1.000 4.091
1.618 3.962
2.618 3.753
4.250 3.412
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 4.462 4.460
PP 4.433 4.431
S1 4.405 4.401

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

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