NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 4.058 4.025 -0.033 -0.8% 3.917
High 4.160 4.125 -0.035 -0.8% 4.081
Low 3.986 3.936 -0.050 -1.3% 3.877
Close 4.040 4.080 0.040 1.0% 4.007
Range 0.174 0.189 0.015 8.6% 0.204
ATR 0.126 0.131 0.004 3.6% 0.000
Volume 22,387 19,506 -2,881 -12.9% 145,583
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.614 4.536 4.184
R3 4.425 4.347 4.132
R2 4.236 4.236 4.115
R1 4.158 4.158 4.097 4.197
PP 4.047 4.047 4.047 4.067
S1 3.969 3.969 4.063 4.008
S2 3.858 3.858 4.045
S3 3.669 3.780 4.028
S4 3.480 3.591 3.976
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 5.8% 0.145 3.5% 66% False False 24,859
10 4.160 3.877 0.283 6.9% 0.129 3.2% 72% False False 26,427
20 4.234 3.877 0.357 8.8% 0.127 3.1% 57% False False 20,735
40 4.850 3.877 0.973 23.8% 0.125 3.1% 21% False False 17,422
60 4.850 3.877 0.973 23.8% 0.125 3.1% 21% False False 13,673
80 4.850 3.877 0.973 23.8% 0.126 3.1% 21% False False 11,223
100 4.850 3.877 0.973 23.8% 0.126 3.1% 21% False False 9,364
120 4.850 3.877 0.973 23.8% 0.117 2.9% 21% False False 8,036
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.928
2.618 4.620
1.618 4.431
1.000 4.314
0.618 4.242
HIGH 4.125
0.618 4.053
0.500 4.031
0.382 4.008
LOW 3.936
0.618 3.819
1.000 3.747
1.618 3.630
2.618 3.441
4.250 3.133
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 4.064 4.069
PP 4.047 4.059
S1 4.031 4.048

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

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