NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 3.944 3.917 -0.027 -0.7% 4.128
High 3.973 4.055 0.082 2.1% 4.234
Low 3.884 3.877 -0.007 -0.2% 3.884
Close 3.957 4.042 0.085 2.1% 3.957
Range 0.089 0.178 0.089 100.0% 0.350
ATR 0.119 0.123 0.004 3.5% 0.000
Volume 29,505 21,949 -7,556 -25.6% 120,126
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.525 4.462 4.140
R3 4.347 4.284 4.091
R2 4.169 4.169 4.075
R1 4.106 4.106 4.058 4.138
PP 3.991 3.991 3.991 4.007
S1 3.928 3.928 4.026 3.960
S2 3.813 3.813 4.009
S3 3.635 3.750 3.993
S4 3.457 3.572 3.944
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.075 4.866 4.150
R3 4.725 4.516 4.053
R2 4.375 4.375 4.021
R1 4.166 4.166 3.989 4.096
PP 4.025 4.025 4.025 3.990
S1 3.816 3.816 3.925 3.746
S2 3.675 3.675 3.893
S3 3.325 3.466 3.861
S4 2.975 3.116 3.765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.182 3.877 0.305 7.5% 0.125 3.1% 54% False True 24,076
10 4.234 3.877 0.357 8.8% 0.135 3.3% 46% False True 19,326
20 4.449 3.877 0.572 14.2% 0.118 2.9% 29% False True 19,370
40 4.850 3.877 0.973 24.1% 0.121 3.0% 17% False True 14,659
60 4.850 3.877 0.973 24.1% 0.124 3.1% 17% False True 11,462
80 4.850 3.877 0.973 24.1% 0.126 3.1% 17% False True 9,325
100 4.850 3.877 0.973 24.1% 0.121 3.0% 17% False True 7,797
120 4.850 3.877 0.973 24.1% 0.115 2.8% 17% False True 6,728
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 0.035
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.812
2.618 4.521
1.618 4.343
1.000 4.233
0.618 4.165
HIGH 4.055
0.618 3.987
0.500 3.966
0.382 3.945
LOW 3.877
0.618 3.767
1.000 3.699
1.618 3.589
2.618 3.411
4.250 3.121
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 4.017 4.017
PP 3.991 3.991
S1 3.966 3.966

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

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