NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 4.600 4.510 -0.090 -2.0% 4.450
High 4.644 4.683 0.039 0.8% 4.683
Low 4.475 4.502 0.027 0.6% 4.397
Close 4.502 4.673 0.171 3.8% 4.673
Range 0.169 0.181 0.012 7.1% 0.286
ATR 0.119 0.124 0.004 3.7% 0.000
Volume 13,832 9,880 -3,952 -28.6% 50,537
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.162 5.099 4.773
R3 4.981 4.918 4.723
R2 4.800 4.800 4.706
R1 4.737 4.737 4.690 4.769
PP 4.619 4.619 4.619 4.635
S1 4.556 4.556 4.656 4.588
S2 4.438 4.438 4.640
S3 4.257 4.375 4.623
S4 4.076 4.194 4.573
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.442 5.344 4.830
R3 5.156 5.058 4.752
R2 4.870 4.870 4.725
R1 4.772 4.772 4.699 4.821
PP 4.584 4.584 4.584 4.609
S1 4.486 4.486 4.647 4.535
S2 4.298 4.298 4.621
S3 4.012 4.200 4.594
S4 3.726 3.914 4.516
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.683 4.397 0.286 6.1% 0.122 2.6% 97% True False 10,107
10 4.683 4.087 0.596 12.8% 0.133 2.8% 98% True False 10,311
20 4.683 4.011 0.672 14.4% 0.123 2.6% 99% True False 9,909
40 4.683 4.011 0.672 14.4% 0.111 2.4% 99% True False 7,267
60 4.888 4.011 0.877 18.8% 0.111 2.4% 75% False False 5,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.452
2.618 5.157
1.618 4.976
1.000 4.864
0.618 4.795
HIGH 4.683
0.618 4.614
0.500 4.593
0.382 4.571
LOW 4.502
0.618 4.390
1.000 4.321
1.618 4.209
2.618 4.028
4.250 3.733
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 4.646 4.642
PP 4.619 4.610
S1 4.593 4.579

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

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