NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 4.025 4.084 0.059 1.5% 3.917
High 4.125 4.152 0.027 0.7% 4.081
Low 3.936 4.046 0.110 2.8% 3.877
Close 4.080 4.079 -0.001 0.0% 4.007
Range 0.189 0.106 -0.083 -43.9% 0.204
ATR 0.131 0.129 -0.002 -1.3% 0.000
Volume 19,506 21,195 1,689 8.7% 145,583
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.410 4.351 4.137
R3 4.304 4.245 4.108
R2 4.198 4.198 4.098
R1 4.139 4.139 4.089 4.116
PP 4.092 4.092 4.092 4.081
S1 4.033 4.033 4.069 4.010
S2 3.986 3.986 4.060
S3 3.880 3.927 4.050
S4 3.774 3.821 4.021
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 3.6% 66% False False 22,320
10 4.160 3.877 0.283 6.9% 0.131 3.2% 71% False False 26,547
20 4.234 3.877 0.357 8.8% 0.127 3.1% 57% False False 21,209
40 4.850 3.877 0.973 23.9% 0.125 3.1% 21% False False 17,857
60 4.850 3.877 0.973 23.9% 0.124 3.0% 21% False False 13,937
80 4.850 3.877 0.973 23.9% 0.126 3.1% 21% False False 11,456
100 4.850 3.877 0.973 23.9% 0.126 3.1% 21% False False 9,571
120 4.850 3.877 0.973 23.9% 0.117 2.9% 21% False False 8,203
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 0.042
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.603
2.618 4.430
1.618 4.324
1.000 4.258
0.618 4.218
HIGH 4.152
0.618 4.112
0.500 4.099
0.382 4.086
LOW 4.046
0.618 3.980
1.000 3.940
1.618 3.874
2.618 3.768
4.250 3.596
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 4.099 4.069
PP 4.092 4.058
S1 4.086 4.048

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

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