NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 4.316 4.395 0.079 1.8% 4.058
High 4.402 4.493 0.091 2.1% 4.338
Low 4.299 4.395 0.096 2.2% 3.936
Close 4.396 4.477 0.081 1.8% 4.316
Range 0.103 0.098 -0.005 -4.9% 0.402
ATR 0.129 0.127 -0.002 -1.7% 0.000
Volume 25,939 25,150 -789 -3.0% 115,612
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.749 4.711 4.531
R3 4.651 4.613 4.504
R2 4.553 4.553 4.495
R1 4.515 4.515 4.486 4.534
PP 4.455 4.455 4.455 4.465
S1 4.417 4.417 4.468 4.436
S2 4.357 4.357 4.459
S3 4.259 4.319 4.450
S4 4.161 4.221 4.423
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 4.493 4.069 0.424 9.5% 0.127 2.8% 96% True False 25,348
10 4.493 3.923 0.570 12.7% 0.136 3.0% 97% True False 23,834
20 4.493 3.877 0.616 13.8% 0.134 3.0% 97% True False 24,107
40 4.614 3.877 0.737 16.5% 0.122 2.7% 81% False False 19,959
60 4.850 3.877 0.973 21.7% 0.124 2.8% 62% False False 15,670
80 4.850 3.877 0.973 21.7% 0.126 2.8% 62% False False 12,892
100 4.850 3.877 0.973 21.7% 0.126 2.8% 62% False False 10,758
120 4.850 3.877 0.973 21.7% 0.119 2.7% 62% False False 9,213
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.910
2.618 4.750
1.618 4.652
1.000 4.591
0.618 4.554
HIGH 4.493
0.618 4.456
0.500 4.444
0.382 4.432
LOW 4.395
0.618 4.334
1.000 4.297
1.618 4.236
2.618 4.138
4.250 3.979
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 4.466 4.446
PP 4.455 4.415
S1 4.444 4.385

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

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