NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 4.040 4.040 0.000 0.0% 4.216
High 4.096 4.167 0.071 1.7% 4.330
Low 4.011 4.012 0.001 0.0% 4.011
Close 4.084 4.163 0.079 1.9% 4.084
Range 0.085 0.155 0.070 82.4% 0.319
ATR 0.109 0.112 0.003 3.0% 0.000
Volume 10,903 4,296 -6,607 -60.6% 40,932
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.579 4.526 4.248
R3 4.424 4.371 4.206
R2 4.269 4.269 4.191
R1 4.216 4.216 4.177 4.243
PP 4.114 4.114 4.114 4.127
S1 4.061 4.061 4.149 4.088
S2 3.959 3.959 4.135
S3 3.804 3.906 4.120
S4 3.649 3.751 4.078
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.099 4.910 4.259
R3 4.780 4.591 4.172
R2 4.461 4.461 4.142
R1 4.272 4.272 4.113 4.207
PP 4.142 4.142 4.142 4.109
S1 3.953 3.953 4.055 3.888
S2 3.823 3.823 4.026
S3 3.504 3.634 3.996
S4 3.185 3.315 3.909
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.280 4.011 0.269 6.5% 0.110 2.6% 57% False False 7,479
10 4.330 4.011 0.319 7.7% 0.122 2.9% 48% False False 6,224
20 4.500 4.011 0.489 11.7% 0.106 2.5% 31% False False 5,996
40 4.888 4.011 0.877 21.1% 0.105 2.5% 17% False False 4,596
60 4.888 4.011 0.877 21.1% 0.109 2.6% 17% False False 3,673
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.826
2.618 4.573
1.618 4.418
1.000 4.322
0.618 4.263
HIGH 4.167
0.618 4.108
0.500 4.090
0.382 4.071
LOW 4.012
0.618 3.916
1.000 3.857
1.618 3.761
2.618 3.606
4.250 3.353
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 4.139 4.138
PP 4.114 4.114
S1 4.090 4.089

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

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