NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 4.130 4.245 0.115 2.8% 4.095
High 4.240 4.339 0.099 2.3% 4.249
Low 4.130 4.214 0.084 2.0% 4.053
Close 4.202 4.235 0.033 0.8% 4.202
Range 0.110 0.125 0.015 13.6% 0.196
ATR 0.113 0.115 0.002 1.5% 0.000
Volume 17,802 13,188 -4,614 -25.9% 78,102
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.638 4.561 4.304
R3 4.513 4.436 4.269
R2 4.388 4.388 4.258
R1 4.311 4.311 4.246 4.287
PP 4.263 4.263 4.263 4.251
S1 4.186 4.186 4.224 4.162
S2 4.138 4.138 4.212
S3 4.013 4.061 4.201
S4 3.888 3.936 4.166
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.756 4.675 4.310
R3 4.560 4.479 4.256
R2 4.364 4.364 4.238
R1 4.283 4.283 4.220 4.324
PP 4.168 4.168 4.168 4.188
S1 4.087 4.087 4.184 4.128
S2 3.972 3.972 4.166
S3 3.776 3.891 4.148
S4 3.580 3.695 4.094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.339 4.116 0.223 5.3% 0.116 2.7% 53% True False 15,967
10 4.339 4.051 0.288 6.8% 0.115 2.7% 64% True False 16,224
20 4.380 4.051 0.329 7.8% 0.110 2.6% 56% False False 14,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.870
2.618 4.666
1.618 4.541
1.000 4.464
0.618 4.416
HIGH 4.339
0.618 4.291
0.500 4.277
0.382 4.262
LOW 4.214
0.618 4.137
1.000 4.089
1.618 4.012
2.618 3.887
4.250 3.683
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 4.277 4.233
PP 4.263 4.230
S1 4.249 4.228

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

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