NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 4.152 4.106 -0.046 -1.1% 4.040
High 4.194 4.190 -0.004 -0.1% 4.204
Low 4.071 4.086 0.015 0.4% 4.012
Close 4.098 4.152 0.054 1.3% 4.152
Range 0.123 0.104 -0.019 -15.4% 0.192
ATR 0.113 0.112 -0.001 -0.5% 0.000
Volume 10,936 13,974 3,038 27.8% 54,143
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.455 4.407 4.209
R3 4.351 4.303 4.181
R2 4.247 4.247 4.171
R1 4.199 4.199 4.162 4.223
PP 4.143 4.143 4.143 4.155
S1 4.095 4.095 4.142 4.119
S2 4.039 4.039 4.133
S3 3.935 3.991 4.123
S4 3.831 3.887 4.095
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.699 4.617 4.258
R3 4.507 4.425 4.205
R2 4.315 4.315 4.187
R1 4.233 4.233 4.170 4.274
PP 4.123 4.123 4.123 4.143
S1 4.041 4.041 4.134 4.082
S2 3.931 3.931 4.117
S3 3.739 3.849 4.099
S4 3.547 3.657 4.046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.204 4.012 0.192 4.6% 0.120 2.9% 73% False False 10,828
10 4.330 4.011 0.319 7.7% 0.113 2.7% 44% False False 9,507
20 4.330 4.011 0.319 7.7% 0.105 2.5% 44% False False 7,400
40 4.888 4.011 0.877 21.1% 0.104 2.5% 16% False False 5,575
60 4.888 4.011 0.877 21.1% 0.108 2.6% 16% False False 4,349
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.632
2.618 4.462
1.618 4.358
1.000 4.294
0.618 4.254
HIGH 4.190
0.618 4.150
0.500 4.138
0.382 4.126
LOW 4.086
0.618 4.022
1.000 3.982
1.618 3.918
2.618 3.814
4.250 3.644
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 4.147 4.146
PP 4.143 4.140
S1 4.138 4.134

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

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