NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 4.237 4.320 0.083 2.0% 4.095
High 4.317 4.345 0.028 0.6% 4.249
Low 4.140 4.250 0.110 2.7% 4.053
Close 4.280 4.284 0.004 0.1% 4.202
Range 0.177 0.095 -0.082 -46.3% 0.196
ATR 0.119 0.117 -0.002 -1.4% 0.000
Volume 13,524 17,502 3,978 29.4% 78,102
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.578 4.526 4.336
R3 4.483 4.431 4.310
R2 4.388 4.388 4.301
R1 4.336 4.336 4.293 4.315
PP 4.293 4.293 4.293 4.282
S1 4.241 4.241 4.275 4.220
S2 4.198 4.198 4.267
S3 4.103 4.146 4.258
S4 4.008 4.051 4.232
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 4.345 4.116 0.229 5.3% 0.127 3.0% 73% True False 14,890
10 4.345 4.051 0.294 6.9% 0.119 2.8% 79% True False 15,636
20 4.380 4.051 0.329 7.7% 0.116 2.7% 71% False False 14,957
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.034
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.749
2.618 4.594
1.618 4.499
1.000 4.440
0.618 4.404
HIGH 4.345
0.618 4.309
0.500 4.298
0.382 4.286
LOW 4.250
0.618 4.191
1.000 4.155
1.618 4.096
2.618 4.001
4.250 3.846
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 4.298 4.270
PP 4.293 4.256
S1 4.289 4.243

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

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