NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 4.395 4.485 0.090 2.0% 4.058
High 4.493 4.545 0.052 1.2% 4.338
Low 4.395 4.362 -0.033 -0.8% 3.936
Close 4.477 4.397 -0.080 -1.8% 4.316
Range 0.098 0.183 0.085 86.7% 0.402
ATR 0.127 0.131 0.004 3.1% 0.000
Volume 25,150 31,336 6,186 24.6% 115,612
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.984 4.873 4.498
R3 4.801 4.690 4.447
R2 4.618 4.618 4.431
R1 4.507 4.507 4.414 4.471
PP 4.435 4.435 4.435 4.417
S1 4.324 4.324 4.380 4.288
S2 4.252 4.252 4.363
S3 4.069 4.141 4.347
S4 3.886 3.958 4.296
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 4.545 4.241 0.304 6.9% 0.116 2.6% 51% True False 27,897
10 4.545 3.936 0.609 13.9% 0.141 3.2% 76% True False 24,579
20 4.545 3.877 0.668 15.2% 0.137 3.1% 78% True False 25,213
40 4.596 3.877 0.719 16.4% 0.123 2.8% 72% False False 20,557
60 4.850 3.877 0.973 22.1% 0.125 2.8% 53% False False 16,157
80 4.850 3.877 0.973 22.1% 0.125 2.8% 53% False False 13,275
100 4.850 3.877 0.973 22.1% 0.127 2.9% 53% False False 11,059
120 4.850 3.877 0.973 22.1% 0.120 2.7% 53% False False 9,463
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.323
2.618 5.024
1.618 4.841
1.000 4.728
0.618 4.658
HIGH 4.545
0.618 4.475
0.500 4.454
0.382 4.432
LOW 4.362
0.618 4.249
1.000 4.179
1.618 4.066
2.618 3.883
4.250 3.584
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 4.454 4.422
PP 4.435 4.414
S1 4.416 4.405

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

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