NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 4.043 3.982 -0.061 -1.5% 4.128
High 4.081 4.061 -0.020 -0.5% 4.234
Low 3.963 3.957 -0.006 -0.2% 3.884
Close 3.986 4.046 0.060 1.5% 3.957
Range 0.118 0.104 -0.014 -11.9% 0.350
ATR 0.123 0.122 -0.001 -1.1% 0.000
Volume 41,228 33,890 -7,338 -17.8% 120,126
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.333 4.294 4.103
R3 4.229 4.190 4.075
R2 4.125 4.125 4.065
R1 4.086 4.086 4.056 4.106
PP 4.021 4.021 4.021 4.031
S1 3.982 3.982 4.036 4.002
S2 3.917 3.917 4.027
S3 3.813 3.878 4.017
S4 3.709 3.774 3.989
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 4.081 3.877 0.204 5.0% 0.117 2.9% 83% False False 30,774
10 4.234 3.877 0.357 8.8% 0.131 3.2% 47% False False 24,379
20 4.290 3.877 0.413 10.2% 0.115 2.8% 41% False False 20,780
40 4.850 3.877 0.973 24.0% 0.121 3.0% 17% False False 16,130
60 4.850 3.877 0.973 24.0% 0.124 3.1% 17% False False 12,505
80 4.850 3.877 0.973 24.0% 0.125 3.1% 17% False False 10,217
100 4.850 3.877 0.973 24.0% 0.122 3.0% 17% False False 8,514
120 4.850 3.877 0.973 24.0% 0.115 2.8% 17% False False 7,338
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.503
2.618 4.333
1.618 4.229
1.000 4.165
0.618 4.125
HIGH 4.061
0.618 4.021
0.500 4.009
0.382 3.997
LOW 3.957
0.618 3.893
1.000 3.853
1.618 3.789
2.618 3.685
4.250 3.515
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 4.034 4.024
PP 4.021 4.001
S1 4.009 3.979

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

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