NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 4.495 4.600 0.105 2.3% 4.171
High 4.580 4.637 0.057 1.2% 4.438
Low 4.495 4.460 -0.035 -0.8% 4.061
Close 4.570 4.494 -0.076 -1.7% 4.422
Range 0.085 0.177 0.092 108.2% 0.377
ATR 0.117 0.121 0.004 3.7% 0.000
Volume 7,478 14,897 7,419 99.2% 49,680
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.061 4.955 4.591
R3 4.884 4.778 4.543
R2 4.707 4.707 4.526
R1 4.601 4.601 4.510 4.566
PP 4.530 4.530 4.530 4.513
S1 4.424 4.424 4.478 4.389
S2 4.353 4.353 4.462
S3 4.176 4.247 4.445
S4 3.999 4.070 4.397
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 4.637 4.349 0.288 6.4% 0.107 2.4% 50% True False 10,039
10 4.637 4.061 0.576 12.8% 0.127 2.8% 75% True False 9,855
20 4.637 3.994 0.643 14.3% 0.125 2.8% 78% True False 9,018
40 4.663 3.994 0.669 14.9% 0.113 2.5% 75% False False 7,128
60 4.896 3.994 0.902 20.1% 0.113 2.5% 55% False False 5,929
80 4.896 3.994 0.902 20.1% 0.113 2.5% 55% False False 4,966
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.389
2.618 5.100
1.618 4.923
1.000 4.814
0.618 4.746
HIGH 4.637
0.618 4.569
0.500 4.549
0.382 4.528
LOW 4.460
0.618 4.351
1.000 4.283
1.618 4.174
2.618 3.997
4.250 3.708
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 4.549 4.524
PP 4.530 4.514
S1 4.512 4.504

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

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