NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 4.523 4.413 -0.110 -2.4% 4.254
High 4.559 4.453 -0.106 -2.3% 4.509
Low 4.413 4.256 -0.157 -3.6% 4.200
Close 4.448 4.263 -0.185 -4.2% 4.490
Range 0.146 0.197 0.051 34.9% 0.309
ATR 0.142 0.146 0.004 2.8% 0.000
Volume 86,335 128,650 42,315 49.0% 426,643
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.915 4.786 4.371
R3 4.718 4.589 4.317
R2 4.521 4.521 4.299
R1 4.392 4.392 4.281 4.358
PP 4.324 4.324 4.324 4.307
S1 4.195 4.195 4.245 4.161
S2 4.127 4.127 4.227
S3 3.930 3.998 4.209
S4 3.733 3.801 4.155
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 4.559 4.256 0.303 7.1% 0.167 3.9% 2% False True 94,918
10 4.559 3.979 0.580 13.6% 0.151 3.5% 49% False False 95,045
20 4.559 3.805 0.754 17.7% 0.143 3.3% 61% False False 76,108
40 4.559 3.805 0.754 17.7% 0.131 3.1% 61% False False 60,941
60 4.822 3.805 1.017 23.9% 0.133 3.1% 45% False False 47,480
80 4.822 3.805 1.017 23.9% 0.133 3.1% 45% False False 37,700
100 4.822 3.805 1.017 23.9% 0.133 3.1% 45% False False 31,341
120 4.822 3.805 1.017 23.9% 0.127 3.0% 45% False False 26,628
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 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.290
2.618 4.969
1.618 4.772
1.000 4.650
0.618 4.575
HIGH 4.453
0.618 4.378
0.500 4.355
0.382 4.331
LOW 4.256
0.618 4.134
1.000 4.059
1.618 3.937
2.618 3.740
4.250 3.419
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 4.355 4.408
PP 4.324 4.359
S1 4.294 4.311

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

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