NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 4.107 4.063 -0.044 -1.1% 4.159
High 4.124 4.115 -0.009 -0.2% 4.241
Low 4.046 4.023 -0.023 -0.6% 4.053
Close 4.071 4.046 -0.025 -0.6% 4.223
Range 0.078 0.092 0.014 17.9% 0.188
ATR 0.115 0.113 -0.002 -1.4% 0.000
Volume 6,372 6,919 547 8.6% 15,314
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.337 4.284 4.097
R3 4.245 4.192 4.071
R2 4.153 4.153 4.063
R1 4.100 4.100 4.054 4.081
PP 4.061 4.061 4.061 4.052
S1 4.008 4.008 4.038 3.989
S2 3.969 3.969 4.029
S3 3.877 3.916 4.021
S4 3.785 3.824 3.995
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.736 4.668 4.326
R3 4.548 4.480 4.275
R2 4.360 4.360 4.257
R1 4.292 4.292 4.240 4.326
PP 4.172 4.172 4.172 4.190
S1 4.104 4.104 4.206 4.138
S2 3.984 3.984 4.189
S3 3.796 3.916 4.171
S4 3.608 3.728 4.120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.319 4.023 0.296 7.3% 0.130 3.2% 8% False True 6,512
10 4.319 4.023 0.296 7.3% 0.116 2.9% 8% False True 5,395
20 4.663 4.023 0.640 15.8% 0.106 2.6% 4% False True 5,715
40 4.896 4.023 0.873 21.6% 0.110 2.7% 3% False True 5,015
60 4.896 4.023 0.873 21.6% 0.112 2.8% 3% False True 4,036
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.506
2.618 4.356
1.618 4.264
1.000 4.207
0.618 4.172
HIGH 4.115
0.618 4.080
0.500 4.069
0.382 4.058
LOW 4.023
0.618 3.966
1.000 3.931
1.618 3.874
2.618 3.782
4.250 3.632
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 4.069 4.147
PP 4.061 4.113
S1 4.054 4.080

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

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