NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 3.959 4.058 0.099 2.5% 3.917
High 4.062 4.160 0.098 2.4% 4.081
Low 3.936 3.986 0.050 1.3% 3.877
Close 4.007 4.040 0.033 0.8% 4.007
Range 0.126 0.174 0.048 38.1% 0.204
ATR 0.123 0.126 0.004 3.0% 0.000
Volume 24,631 22,387 -2,244 -9.1% 145,583
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.584 4.486 4.136
R3 4.410 4.312 4.088
R2 4.236 4.236 4.072
R1 4.138 4.138 4.056 4.100
PP 4.062 4.062 4.062 4.043
S1 3.964 3.964 4.024 3.926
S2 3.888 3.888 4.008
S3 3.714 3.790 3.992
S4 3.540 3.616 3.944
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.600 4.508 4.119
R3 4.396 4.304 4.063
R2 4.192 4.192 4.044
R1 4.100 4.100 4.026 4.146
PP 3.988 3.988 3.988 4.012
S1 3.896 3.896 3.988 3.942
S2 3.784 3.784 3.970
S3 3.580 3.692 3.951
S4 3.376 3.488 3.895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.160 3.923 0.237 5.9% 0.130 3.2% 49% True False 29,204
10 4.182 3.877 0.305 7.5% 0.128 3.2% 53% False False 26,640
20 4.234 3.877 0.357 8.8% 0.121 3.0% 46% False False 20,729
40 4.850 3.877 0.973 24.1% 0.123 3.0% 17% False False 17,190
60 4.850 3.877 0.973 24.1% 0.125 3.1% 17% False False 13,403
80 4.850 3.877 0.973 24.1% 0.126 3.1% 17% False False 11,027
100 4.850 3.877 0.973 24.1% 0.125 3.1% 17% False False 9,176
120 4.850 3.877 0.973 24.1% 0.116 2.9% 17% False False 7,887
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 0.031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.900
2.618 4.616
1.618 4.442
1.000 4.334
0.618 4.268
HIGH 4.160
0.618 4.094
0.500 4.073
0.382 4.052
LOW 3.986
0.618 3.878
1.000 3.812
1.618 3.704
2.618 3.530
4.250 3.247
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 4.073 4.042
PP 4.062 4.041
S1 4.051 4.041

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

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