NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 4.606 4.455 -0.151 -3.3% 4.450
High 4.639 4.561 -0.078 -1.7% 4.683
Low 4.446 4.449 0.003 0.1% 4.397
Close 4.452 4.542 0.090 2.0% 4.673
Range 0.193 0.112 -0.081 -42.0% 0.286
ATR 0.129 0.128 -0.001 -0.9% 0.000
Volume 9,148 8,485 -663 -7.2% 50,537
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.853 4.810 4.604
R3 4.741 4.698 4.573
R2 4.629 4.629 4.563
R1 4.586 4.586 4.552 4.608
PP 4.517 4.517 4.517 4.528
S1 4.474 4.474 4.532 4.496
S2 4.405 4.405 4.521
S3 4.293 4.362 4.511
S4 4.181 4.250 4.480
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 4.726 4.446 0.280 6.2% 0.157 3.4% 34% False False 9,875
10 4.726 4.212 0.514 11.3% 0.135 3.0% 64% False False 9,670
20 4.726 4.011 0.715 15.7% 0.127 2.8% 74% False False 10,063
40 4.726 4.011 0.715 15.7% 0.115 2.5% 74% False False 7,703
60 4.888 4.011 0.877 19.3% 0.114 2.5% 61% False False 6,177
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.037
2.618 4.854
1.618 4.742
1.000 4.673
0.618 4.630
HIGH 4.561
0.618 4.518
0.500 4.505
0.382 4.492
LOW 4.449
0.618 4.380
1.000 4.337
1.618 4.268
2.618 4.156
4.250 3.973
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 4.530 4.586
PP 4.517 4.571
S1 4.505 4.557

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

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