NYMEX Natural Gas Future October 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 4.560 4.643 0.083 1.8% 4.245
High 4.633 4.689 0.056 1.2% 4.508
Low 4.560 4.522 -0.038 -0.8% 4.140
Close 4.628 4.551 -0.077 -1.7% 4.492
Range 0.073 0.167 0.094 128.8% 0.368
ATR 0.115 0.119 0.004 3.2% 0.000
Volume 17,620 25,731 8,111 46.0% 81,886
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.088 4.987 4.643
R3 4.921 4.820 4.597
R2 4.754 4.754 4.582
R1 4.653 4.653 4.566 4.620
PP 4.587 4.587 4.587 4.571
S1 4.486 4.486 4.536 4.453
S2 4.420 4.420 4.520
S3 4.253 4.319 4.505
S4 4.086 4.152 4.459
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.484 5.356 4.694
R3 5.116 4.988 4.593
R2 4.748 4.748 4.559
R1 4.620 4.620 4.526 4.684
PP 4.380 4.380 4.380 4.412
S1 4.252 4.252 4.458 4.316
S2 4.012 4.012 4.425
S3 3.644 3.884 4.391
S4 3.276 3.516 4.290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.689 4.422 0.267 5.9% 0.101 2.2% 48% True False 19,749
10 4.689 4.130 0.559 12.3% 0.124 2.7% 75% True False 17,535
20 4.689 4.051 0.638 14.0% 0.123 2.7% 78% True False 17,020
40 4.704 4.051 0.653 14.3% 0.110 2.4% 77% False False 15,724
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 0.030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.399
2.618 5.126
1.618 4.959
1.000 4.856
0.618 4.792
HIGH 4.689
0.618 4.625
0.500 4.606
0.382 4.586
LOW 4.522
0.618 4.419
1.000 4.355
1.618 4.252
2.618 4.085
4.250 3.812
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 4.606 4.583
PP 4.587 4.572
S1 4.569 4.562

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

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