NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 4.413 4.260 -0.153 -3.5% 4.254
High 4.453 4.389 -0.064 -1.4% 4.509
Low 4.256 4.255 -0.001 0.0% 4.200
Close 4.263 4.381 0.118 2.8% 4.490
Range 0.197 0.134 -0.063 -32.0% 0.309
ATR 0.146 0.145 -0.001 -0.6% 0.000
Volume 128,650 118,298 -10,352 -8.0% 426,643
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.744 4.696 4.455
R3 4.610 4.562 4.418
R2 4.476 4.476 4.406
R1 4.428 4.428 4.393 4.452
PP 4.342 4.342 4.342 4.354
S1 4.294 4.294 4.369 4.318
S2 4.208 4.208 4.356
S3 4.074 4.160 4.344
S4 3.940 4.026 4.307
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 4.255 0.304 6.9% 0.175 4.0% 41% False True 105,015
10 4.559 3.991 0.568 13.0% 0.154 3.5% 69% False False 96,514
20 4.559 3.805 0.754 17.2% 0.145 3.3% 76% False False 79,481
40 4.559 3.805 0.754 17.2% 0.132 3.0% 76% False False 63,394
60 4.822 3.805 1.017 23.2% 0.134 3.0% 57% False False 49,361
80 4.822 3.805 1.017 23.2% 0.134 3.0% 57% False False 39,064
100 4.822 3.805 1.017 23.2% 0.133 3.0% 57% False False 32,502
120 4.822 3.805 1.017 23.2% 0.127 2.9% 57% False False 27,584
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.959
2.618 4.740
1.618 4.606
1.000 4.523
0.618 4.472
HIGH 4.389
0.618 4.338
0.500 4.322
0.382 4.306
LOW 4.255
0.618 4.172
1.000 4.121
1.618 4.038
2.618 3.904
4.250 3.686
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 4.361 4.407
PP 4.342 4.398
S1 4.322 4.390

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

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