NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 4.335 4.316 -0.019 -0.4% 4.058
High 4.377 4.402 0.025 0.6% 4.338
Low 4.276 4.299 0.023 0.5% 3.936
Close 4.313 4.396 0.083 1.9% 4.316
Range 0.101 0.103 0.002 2.0% 0.402
ATR 0.131 0.129 -0.002 -1.5% 0.000
Volume 23,129 25,939 2,810 12.1% 115,612
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.675 4.638 4.453
R3 4.572 4.535 4.424
R2 4.469 4.469 4.415
R1 4.432 4.432 4.405 4.451
PP 4.366 4.366 4.366 4.375
S1 4.329 4.329 4.387 4.348
S2 4.263 4.263 4.377
S3 4.160 4.226 4.368
S4 4.057 4.123 4.339
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 4.402 4.046 0.356 8.1% 0.129 2.9% 98% True False 24,557
10 4.402 3.923 0.479 10.9% 0.137 3.1% 99% True False 24,708
20 4.402 3.877 0.525 11.9% 0.134 3.1% 99% True False 23,435
40 4.698 3.877 0.821 18.7% 0.124 2.8% 63% False False 19,533
60 4.850 3.877 0.973 22.1% 0.124 2.8% 53% False False 15,297
80 4.850 3.877 0.973 22.1% 0.126 2.9% 53% False False 12,601
100 4.850 3.877 0.973 22.1% 0.127 2.9% 53% False False 10,521
120 4.850 3.877 0.973 22.1% 0.119 2.7% 53% False False 9,011
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.840
2.618 4.672
1.618 4.569
1.000 4.505
0.618 4.466
HIGH 4.402
0.618 4.363
0.500 4.351
0.382 4.338
LOW 4.299
0.618 4.235
1.000 4.196
1.618 4.132
2.618 4.029
4.250 3.861
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 4.381 4.371
PP 4.366 4.346
S1 4.351 4.322

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

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