NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 4.445 4.410 -0.035 -0.8% 4.171
High 4.480 4.496 0.016 0.4% 4.438
Low 4.381 4.410 0.029 0.7% 4.061
Close 4.415 4.493 0.078 1.8% 4.422
Range 0.099 0.086 -0.013 -13.1% 0.377
ATR 0.122 0.119 -0.003 -2.1% 0.000
Volume 7,005 9,126 2,121 30.3% 49,680
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.724 4.695 4.540
R3 4.638 4.609 4.517
R2 4.552 4.552 4.509
R1 4.523 4.523 4.501 4.538
PP 4.466 4.466 4.466 4.474
S1 4.437 4.437 4.485 4.452
S2 4.380 4.380 4.477
S3 4.294 4.351 4.469
S4 4.208 4.265 4.446
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.438 5.307 4.629
R3 5.061 4.930 4.526
R2 4.684 4.684 4.491
R1 4.553 4.553 4.457 4.619
PP 4.307 4.307 4.307 4.340
S1 4.176 4.176 4.387 4.242
S2 3.930 3.930 4.353
S3 3.553 3.799 4.318
S4 3.176 3.422 4.215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.496 4.171 0.325 7.2% 0.118 2.6% 99% True False 9,576
10 4.496 4.050 0.446 9.9% 0.124 2.8% 99% True False 9,947
20 4.496 3.994 0.502 11.2% 0.123 2.7% 99% True False 8,215
40 4.700 3.994 0.706 15.7% 0.111 2.5% 71% False False 6,765
60 4.896 3.994 0.902 20.1% 0.112 2.5% 55% False False 5,585
80 4.896 3.994 0.902 20.1% 0.113 2.5% 55% False False 4,712
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.031
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.862
2.618 4.721
1.618 4.635
1.000 4.582
0.618 4.549
HIGH 4.496
0.618 4.463
0.500 4.453
0.382 4.443
LOW 4.410
0.618 4.357
1.000 4.324
1.618 4.271
2.618 4.185
4.250 4.045
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 4.480 4.470
PP 4.466 4.446
S1 4.453 4.423

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

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