NYMEX Natural Gas Future August 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 4.120 4.149 0.029 0.7% 4.215
High 4.180 4.176 -0.004 -0.1% 4.319
Low 4.080 4.050 -0.030 -0.7% 3.994
Close 4.169 4.078 -0.091 -2.2% 4.071
Range 0.100 0.126 0.026 26.0% 0.325
ATR 0.114 0.114 0.001 0.8% 0.000
Volume 12,777 10,513 -2,264 -17.7% 37,723
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.479 4.405 4.147
R3 4.353 4.279 4.113
R2 4.227 4.227 4.101
R1 4.153 4.153 4.090 4.127
PP 4.101 4.101 4.101 4.089
S1 4.027 4.027 4.066 4.001
S2 3.975 3.975 4.055
S3 3.849 3.901 4.043
S4 3.723 3.775 4.009
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.103 4.912 4.250
R3 4.778 4.587 4.160
R2 4.453 4.453 4.131
R1 4.262 4.262 4.101 4.195
PP 4.128 4.128 4.128 4.095
S1 3.937 3.937 4.041 3.870
S2 3.803 3.803 4.011
S3 3.478 3.612 3.982
S4 3.153 3.287 3.892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.187 3.994 0.193 4.7% 0.117 2.9% 44% False False 9,850
10 4.319 3.994 0.325 8.0% 0.124 3.0% 26% False False 8,181
20 4.400 3.994 0.406 10.0% 0.109 2.7% 21% False False 7,029
40 4.896 3.994 0.902 22.1% 0.107 2.6% 9% False False 5,757
60 4.896 3.994 0.902 22.1% 0.111 2.7% 9% False False 4,624
80 4.896 3.994 0.902 22.1% 0.112 2.7% 9% False False 3,930
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 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.712
2.618 4.506
1.618 4.380
1.000 4.302
0.618 4.254
HIGH 4.176
0.618 4.128
0.500 4.113
0.382 4.098
LOW 4.050
0.618 3.972
1.000 3.924
1.618 3.846
2.618 3.720
4.250 3.515
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 4.113 4.119
PP 4.101 4.105
S1 4.090 4.092

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

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