NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 4.040 4.160 0.120 3.0% 4.216
High 4.167 4.204 0.037 0.9% 4.330
Low 4.012 4.089 0.077 1.9% 4.011
Close 4.163 4.122 -0.041 -1.0% 4.084
Range 0.155 0.115 -0.040 -25.8% 0.319
ATR 0.112 0.113 0.000 0.2% 0.000
Volume 4,296 9,776 5,480 127.6% 40,932
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.483 4.418 4.185
R3 4.368 4.303 4.154
R2 4.253 4.253 4.143
R1 4.188 4.188 4.133 4.163
PP 4.138 4.138 4.138 4.126
S1 4.073 4.073 4.111 4.048
S2 4.023 4.023 4.101
S3 3.908 3.958 4.090
S4 3.793 3.843 4.059
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 4.204 4.011 0.193 4.7% 0.102 2.5% 58% True False 7,995
10 4.330 4.011 0.319 7.7% 0.120 2.9% 35% False False 6,868
20 4.400 4.011 0.389 9.4% 0.105 2.5% 29% False False 6,202
40 4.888 4.011 0.877 21.3% 0.105 2.5% 13% False False 4,773
60 4.888 4.011 0.877 21.3% 0.109 2.6% 13% False False 3,792
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.693
2.618 4.505
1.618 4.390
1.000 4.319
0.618 4.275
HIGH 4.204
0.618 4.160
0.500 4.147
0.382 4.133
LOW 4.089
0.618 4.018
1.000 3.974
1.618 3.903
2.618 3.788
4.250 3.600
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 4.147 4.117
PP 4.138 4.112
S1 4.130 4.108

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

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