NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 4.181 4.167 -0.014 -0.3% 4.040
High 4.290 4.266 -0.024 -0.6% 4.204
Low 4.163 4.087 -0.076 -1.8% 4.012
Close 4.184 4.228 0.044 1.1% 4.152
Range 0.127 0.179 0.052 40.9% 0.192
ATR 0.114 0.118 0.005 4.1% 0.000
Volume 13,108 7,608 -5,500 -42.0% 54,143
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.731 4.658 4.326
R3 4.552 4.479 4.277
R2 4.373 4.373 4.261
R1 4.300 4.300 4.244 4.337
PP 4.194 4.194 4.194 4.212
S1 4.121 4.121 4.212 4.158
S2 4.015 4.015 4.195
S3 3.836 3.942 4.179
S4 3.657 3.763 4.130
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 4.290 4.071 0.219 5.2% 0.127 3.0% 72% False False 12,157
10 4.290 4.011 0.279 6.6% 0.114 2.7% 78% False False 10,076
20 4.330 4.011 0.319 7.5% 0.115 2.7% 68% False False 7,764
40 4.888 4.011 0.877 20.7% 0.107 2.5% 25% False False 5,906
60 4.888 4.011 0.877 20.7% 0.111 2.6% 25% False False 4,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.027
2.618 4.735
1.618 4.556
1.000 4.445
0.618 4.377
HIGH 4.266
0.618 4.198
0.500 4.177
0.382 4.155
LOW 4.087
0.618 3.976
1.000 3.908
1.618 3.797
2.618 3.618
4.250 3.326
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 4.211 4.215
PP 4.194 4.201
S1 4.177 4.188

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

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