NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 4.485 4.394 -0.091 -2.0% 4.335
High 4.545 4.580 0.035 0.8% 4.580
Low 4.362 4.380 0.018 0.4% 4.276
Close 4.397 4.563 0.166 3.8% 4.563
Range 0.183 0.200 0.017 9.3% 0.304
ATR 0.131 0.136 0.005 3.8% 0.000
Volume 31,336 35,566 4,230 13.5% 141,120
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.108 5.035 4.673
R3 4.908 4.835 4.618
R2 4.708 4.708 4.600
R1 4.635 4.635 4.581 4.672
PP 4.508 4.508 4.508 4.526
S1 4.435 4.435 4.545 4.472
S2 4.308 4.308 4.526
S3 4.108 4.235 4.508
S4 3.908 4.035 4.453
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.385 5.278 4.730
R3 5.081 4.974 4.647
R2 4.777 4.777 4.619
R1 4.670 4.670 4.591 4.724
PP 4.473 4.473 4.473 4.500
S1 4.366 4.366 4.535 4.420
S2 4.169 4.169 4.507
S3 3.865 4.062 4.479
S4 3.561 3.758 4.396
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.580 4.276 0.304 6.7% 0.137 3.0% 94% True False 28,224
10 4.580 3.936 0.644 14.1% 0.149 3.3% 97% True False 25,673
20 4.580 3.877 0.703 15.4% 0.137 3.0% 98% True False 26,122
40 4.596 3.877 0.719 15.8% 0.124 2.7% 95% False False 21,152
60 4.850 3.877 0.973 21.3% 0.127 2.8% 71% False False 16,700
80 4.850 3.877 0.973 21.3% 0.126 2.8% 71% False False 13,672
100 4.850 3.877 0.973 21.3% 0.127 2.8% 71% False False 11,375
120 4.850 3.877 0.973 21.3% 0.121 2.7% 71% False False 9,746
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 5.430
2.618 5.104
1.618 4.904
1.000 4.780
0.618 4.704
HIGH 4.580
0.618 4.504
0.500 4.480
0.382 4.456
LOW 4.380
0.618 4.256
1.000 4.180
1.618 4.056
2.618 3.856
4.250 3.530
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 4.535 4.532
PP 4.508 4.502
S1 4.480 4.471

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

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