NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 4.051 4.105 0.054 1.3% 4.209
High 4.136 4.127 -0.009 -0.2% 4.294
Low 4.035 4.000 -0.035 -0.9% 3.963
Close 4.121 4.030 -0.091 -2.2% 4.036
Range 0.101 0.127 0.026 25.7% 0.331
ATR 0.116 0.117 0.001 0.7% 0.000
Volume 28,311 19,344 -8,967 -31.7% 91,523
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.433 4.359 4.100
R3 4.306 4.232 4.065
R2 4.179 4.179 4.053
R1 4.105 4.105 4.042 4.079
PP 4.052 4.052 4.052 4.039
S1 3.978 3.978 4.018 3.952
S2 3.925 3.925 4.007
S3 3.798 3.851 3.995
S4 3.671 3.724 3.960
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 4.9% 0.119 3.0% 38% False False 24,535
10 4.294 3.955 0.339 8.4% 0.128 3.2% 22% False False 19,997
20 4.297 3.955 0.342 8.5% 0.109 2.7% 22% False False 14,860
40 4.930 3.955 0.975 24.2% 0.114 2.8% 8% False False 12,228
60 4.930 3.955 0.975 24.2% 0.116 2.9% 8% False False 9,619
80 4.930 3.955 0.975 24.2% 0.118 2.9% 8% False False 7,773
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.667
2.618 4.459
1.618 4.332
1.000 4.254
0.618 4.205
HIGH 4.127
0.618 4.078
0.500 4.064
0.382 4.049
LOW 4.000
0.618 3.922
1.000 3.873
1.618 3.795
2.618 3.668
4.250 3.460
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 4.064 4.076
PP 4.052 4.060
S1 4.041 4.045

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

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