NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 4.079 4.308 0.229 5.6% 4.058
High 4.305 4.338 0.033 0.8% 4.338
Low 4.069 4.241 0.172 4.2% 3.936
Close 4.299 4.316 0.017 0.4% 4.316
Range 0.236 0.097 -0.139 -58.9% 0.402
ATR 0.137 0.134 -0.003 -2.1% 0.000
Volume 18,590 33,934 15,344 82.5% 115,612
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.589 4.550 4.369
R3 4.492 4.453 4.343
R2 4.395 4.395 4.334
R1 4.356 4.356 4.325 4.376
PP 4.298 4.298 4.298 4.308
S1 4.259 4.259 4.307 4.279
S2 4.201 4.201 4.298
S3 4.104 4.162 4.289
S4 4.007 4.065 4.263
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.403 5.261 4.537
R3 5.001 4.859 4.427
R2 4.599 4.599 4.390
R1 4.457 4.457 4.353 4.528
PP 4.197 4.197 4.197 4.232
S1 4.055 4.055 4.279 4.126
S2 3.795 3.795 4.242
S3 3.393 3.653 4.205
S4 2.991 3.251 4.095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.338 3.936 0.402 9.3% 0.160 3.7% 95% True False 23,122
10 4.338 3.877 0.461 10.7% 0.146 3.4% 95% True False 26,119
20 4.338 3.877 0.461 10.7% 0.134 3.1% 95% True False 22,366
40 4.850 3.877 0.973 22.5% 0.126 2.9% 45% False False 18,852
60 4.850 3.877 0.973 22.5% 0.124 2.9% 45% False False 14,633
80 4.850 3.877 0.973 22.5% 0.127 2.9% 45% False False 12,054
100 4.850 3.877 0.973 22.5% 0.127 2.9% 45% False False 10,064
120 4.850 3.877 0.973 22.5% 0.118 2.7% 45% False False 8,627
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.038
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.750
2.618 4.592
1.618 4.495
1.000 4.435
0.618 4.398
HIGH 4.338
0.618 4.301
0.500 4.290
0.382 4.278
LOW 4.241
0.618 4.181
1.000 4.144
1.618 4.084
2.618 3.987
4.250 3.829
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 4.307 4.275
PP 4.298 4.233
S1 4.290 4.192

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

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