NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 4.190 4.150 -0.040 -1.0% 3.995
High 4.226 4.378 0.152 3.6% 4.151
Low 4.124 4.147 0.023 0.6% 3.955
Close 4.157 4.369 0.212 5.1% 4.082
Range 0.102 0.231 0.129 126.5% 0.196
ATR 0.123 0.130 0.008 6.3% 0.000
Volume 14,042 15,092 1,050 7.5% 119,485
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.991 4.911 4.496
R3 4.760 4.680 4.433
R2 4.529 4.529 4.411
R1 4.449 4.449 4.390 4.489
PP 4.298 4.298 4.298 4.318
S1 4.218 4.218 4.348 4.258
S2 4.067 4.067 4.327
S3 3.836 3.987 4.305
S4 3.605 3.756 4.242
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 4.378 4.012 0.366 8.4% 0.154 3.5% 98% True False 16,908
10 4.378 3.955 0.423 9.7% 0.137 3.1% 98% True False 20,721
20 4.378 3.955 0.423 9.7% 0.128 2.9% 98% True False 16,180
40 4.930 3.955 0.975 22.3% 0.121 2.8% 42% False False 13,186
60 4.930 3.955 0.975 22.3% 0.118 2.7% 42% False False 10,757
80 4.930 3.955 0.975 22.3% 0.119 2.7% 42% False False 8,716
100 4.930 3.955 0.975 22.3% 0.120 2.7% 42% False False 7,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 5.360
2.618 4.983
1.618 4.752
1.000 4.609
0.618 4.521
HIGH 4.378
0.618 4.290
0.500 4.263
0.382 4.235
LOW 4.147
0.618 4.004
1.000 3.916
1.618 3.773
2.618 3.542
4.250 3.165
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 4.334 4.312
PP 4.298 4.255
S1 4.263 4.199

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

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