NYMEX Natural Gas Future September 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 4.506 4.600 0.094 2.1% 4.181
High 4.590 4.644 0.054 1.2% 4.455
Low 4.506 4.475 -0.031 -0.7% 4.087
Close 4.579 4.502 -0.077 -1.7% 4.438
Range 0.084 0.169 0.085 101.2% 0.368
ATR 0.115 0.119 0.004 3.3% 0.000
Volume 7,055 13,832 6,777 96.1% 52,578
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.047 4.944 4.595
R3 4.878 4.775 4.548
R2 4.709 4.709 4.533
R1 4.606 4.606 4.517 4.573
PP 4.540 4.540 4.540 4.524
S1 4.437 4.437 4.487 4.404
S2 4.371 4.371 4.471
S3 4.202 4.268 4.456
S4 4.033 4.099 4.409
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.431 5.302 4.640
R3 5.063 4.934 4.539
R2 4.695 4.695 4.505
R1 4.566 4.566 4.472 4.631
PP 4.327 4.327 4.327 4.359
S1 4.198 4.198 4.404 4.263
S2 3.959 3.959 4.371
S3 3.591 3.830 4.337
S4 3.223 3.462 4.236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.644 4.365 0.279 6.2% 0.104 2.3% 49% True False 10,788
10 4.644 4.086 0.558 12.4% 0.125 2.8% 75% True False 10,720
20 4.644 4.011 0.633 14.1% 0.123 2.7% 78% True False 9,749
40 4.663 4.011 0.652 14.5% 0.109 2.4% 75% False False 7,124
60 4.888 4.011 0.877 19.5% 0.110 2.4% 56% False False 5,669
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 0.036
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.362
2.618 5.086
1.618 4.917
1.000 4.813
0.618 4.748
HIGH 4.644
0.618 4.579
0.500 4.560
0.382 4.540
LOW 4.475
0.618 4.371
1.000 4.306
1.618 4.202
2.618 4.033
4.250 3.757
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 4.560 4.534
PP 4.540 4.523
S1 4.521 4.513

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

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