NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 3.995 4.118 0.123 3.1% 4.209
High 4.118 4.151 0.033 0.8% 4.294
Low 3.955 4.033 0.078 2.0% 3.963
Close 4.113 4.062 -0.051 -1.2% 4.036
Range 0.163 0.118 -0.045 -27.6% 0.331
ATR 0.117 0.118 0.000 0.0% 0.000
Volume 19,104 31,446 12,342 64.6% 91,523
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.436 4.367 4.127
R3 4.318 4.249 4.094
R2 4.200 4.200 4.084
R1 4.131 4.131 4.073 4.107
PP 4.082 4.082 4.082 4.070
S1 4.013 4.013 4.051 3.989
S2 3.964 3.964 4.040
S3 3.846 3.895 4.030
S4 3.728 3.777 3.997
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.091 4.894 4.218
R3 4.760 4.563 4.127
R2 4.429 4.429 4.097
R1 4.232 4.232 4.066 4.165
PP 4.098 4.098 4.098 4.064
S1 3.901 3.901 4.006 3.834
S2 3.767 3.767 3.975
S3 3.436 3.570 3.945
S4 3.105 3.239 3.854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.151 3.955 0.196 4.8% 0.109 2.7% 55% True False 22,791
10 4.294 3.955 0.339 8.3% 0.127 3.1% 32% False False 16,626
20 4.335 3.955 0.380 9.4% 0.107 2.6% 28% False False 14,175
40 4.930 3.955 0.975 24.0% 0.115 2.8% 11% False False 11,569
60 4.930 3.955 0.975 24.0% 0.117 2.9% 11% False False 8,918
80 4.930 3.955 0.975 24.0% 0.118 2.9% 11% False False 7,214
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.653
2.618 4.460
1.618 4.342
1.000 4.269
0.618 4.224
HIGH 4.151
0.618 4.106
0.500 4.092
0.382 4.078
LOW 4.033
0.618 3.960
1.000 3.915
1.618 3.842
2.618 3.724
4.250 3.532
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 4.092 4.059
PP 4.082 4.056
S1 4.072 4.053

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

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