NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 4.012 4.110 0.098 2.4% 3.995
High 4.131 4.232 0.101 2.4% 4.151
Low 4.012 4.095 0.083 2.1% 3.955
Close 4.082 4.116 0.034 0.8% 4.082
Range 0.119 0.137 0.018 15.1% 0.196
ATR 0.117 0.120 0.002 2.0% 0.000
Volume 21,280 20,324 -956 -4.5% 119,485
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.559 4.474 4.191
R3 4.422 4.337 4.154
R2 4.285 4.285 4.141
R1 4.200 4.200 4.129 4.243
PP 4.148 4.148 4.148 4.169
S1 4.063 4.063 4.103 4.106
S2 4.011 4.011 4.091
S3 3.874 3.926 4.078
S4 3.737 3.789 4.041
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.651 4.562 4.190
R3 4.455 4.366 4.136
R2 4.259 4.259 4.118
R1 4.170 4.170 4.100 4.215
PP 4.063 4.063 4.063 4.085
S1 3.974 3.974 4.064 4.019
S2 3.867 3.867 4.046
S3 3.671 3.778 4.028
S4 3.475 3.582 3.974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.232 4.000 0.232 5.6% 0.120 2.9% 50% True False 24,141
10 4.242 3.955 0.287 7.0% 0.120 2.9% 56% False False 21,586
20 4.294 3.955 0.339 8.2% 0.115 2.8% 47% False False 15,486
40 4.930 3.955 0.975 23.7% 0.116 2.8% 17% False False 12,673
60 4.930 3.955 0.975 23.7% 0.118 2.9% 17% False False 10,219
80 4.930 3.955 0.975 23.7% 0.119 2.9% 17% False False 8,253
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 0.022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.814
2.618 4.591
1.618 4.454
1.000 4.369
0.618 4.317
HIGH 4.232
0.618 4.180
0.500 4.164
0.382 4.147
LOW 4.095
0.618 4.010
1.000 3.958
1.618 3.873
2.618 3.736
4.250 3.513
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 4.164 4.116
PP 4.148 4.116
S1 4.132 4.116

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

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