NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 4.346 4.438 0.092 2.1% 4.335
High 4.450 4.509 0.059 1.3% 4.580
Low 4.328 4.279 -0.049 -1.1% 4.276
Close 4.426 4.458 0.032 0.7% 4.563
Range 0.122 0.230 0.108 88.5% 0.304
ATR 0.139 0.146 0.006 4.6% 0.000
Volume 28,828 35,280 6,452 22.4% 141,120
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.105 5.012 4.585
R3 4.875 4.782 4.521
R2 4.645 4.645 4.500
R1 4.552 4.552 4.479 4.599
PP 4.415 4.415 4.415 4.439
S1 4.322 4.322 4.437 4.369
S2 4.185 4.185 4.416
S3 3.955 4.092 4.395
S4 3.725 3.862 4.332
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 4.627 4.279 0.348 7.8% 0.178 4.0% 51% False True 32,545
10 4.627 4.241 0.386 8.7% 0.147 3.3% 56% False False 30,221
20 4.627 3.877 0.750 16.8% 0.146 3.3% 77% False False 27,949
40 4.627 3.877 0.750 16.8% 0.131 2.9% 77% False False 23,371
60 4.850 3.877 0.973 21.8% 0.130 2.9% 60% False False 18,539
80 4.850 3.877 0.973 21.8% 0.130 2.9% 60% False False 15,076
100 4.850 3.877 0.973 21.8% 0.130 2.9% 60% False False 12,583
120 4.850 3.877 0.973 21.8% 0.124 2.8% 60% False False 10,749
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.487
2.618 5.111
1.618 4.881
1.000 4.739
0.618 4.651
HIGH 4.509
0.618 4.421
0.500 4.394
0.382 4.367
LOW 4.279
0.618 4.137
1.000 4.049
1.618 3.907
2.618 3.677
4.250 3.302
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 4.437 4.440
PP 4.415 4.421
S1 4.394 4.403

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

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