NYMEX Natural Gas Future August 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 4.069 4.171 0.102 2.5% 4.020
High 4.174 4.273 0.099 2.4% 4.187
Low 4.067 4.145 0.078 1.9% 3.999
Close 4.132 4.164 0.032 0.8% 4.132
Range 0.107 0.128 0.021 19.6% 0.188
ATR 0.114 0.116 0.002 1.7% 0.000
Volume 10,370 11,738 1,368 13.2% 49,261
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.578 4.499 4.234
R3 4.450 4.371 4.199
R2 4.322 4.322 4.187
R1 4.243 4.243 4.176 4.219
PP 4.194 4.194 4.194 4.182
S1 4.115 4.115 4.152 4.091
S2 4.066 4.066 4.141
S3 3.938 3.987 4.129
S4 3.810 3.859 4.094
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.670 4.589 4.235
R3 4.482 4.401 4.184
R2 4.294 4.294 4.166
R1 4.213 4.213 4.149 4.254
PP 4.106 4.106 4.106 4.126
S1 4.025 4.025 4.115 4.066
S2 3.918 3.918 4.098
S3 3.730 3.837 4.080
S4 3.542 3.649 4.029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.273 4.050 0.223 5.4% 0.116 2.8% 51% True False 11,070
10 4.273 3.994 0.279 6.7% 0.115 2.8% 61% True False 9,104
20 4.319 3.994 0.325 7.8% 0.111 2.7% 52% False False 7,371
40 4.896 3.994 0.902 21.7% 0.109 2.6% 19% False False 6,055
60 4.896 3.994 0.902 21.7% 0.112 2.7% 19% False False 4,918
80 4.896 3.994 0.902 21.7% 0.112 2.7% 19% False False 4,168
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 0.023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.817
2.618 4.608
1.618 4.480
1.000 4.401
0.618 4.352
HIGH 4.273
0.618 4.224
0.500 4.209
0.382 4.194
LOW 4.145
0.618 4.066
1.000 4.017
1.618 3.938
2.618 3.810
4.250 3.601
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 4.209 4.163
PP 4.194 4.162
S1 4.179 4.162

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

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