NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 4.392 4.370 -0.022 -0.5% 4.300
High 4.411 4.414 0.003 0.1% 4.423
Low 4.307 4.329 0.022 0.5% 4.244
Close 4.335 4.389 0.054 1.2% 4.389
Range 0.104 0.085 -0.019 -18.3% 0.179
ATR 0.098 0.097 -0.001 -1.0% 0.000
Volume 2,483 4,023 1,540 62.0% 21,654
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.632 4.596 4.436
R3 4.547 4.511 4.412
R2 4.462 4.462 4.405
R1 4.426 4.426 4.397 4.444
PP 4.377 4.377 4.377 4.387
S1 4.341 4.341 4.381 4.359
S2 4.292 4.292 4.373
S3 4.207 4.256 4.366
S4 4.122 4.171 4.342
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.889 4.818 4.487
R3 4.710 4.639 4.438
R2 4.531 4.531 4.422
R1 4.460 4.460 4.405 4.496
PP 4.352 4.352 4.352 4.370
S1 4.281 4.281 4.373 4.317
S2 4.173 4.173 4.356
S3 3.994 4.102 4.340
S4 3.815 3.923 4.291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.423 4.244 0.179 4.1% 0.103 2.4% 81% False False 4,330
10 4.560 4.243 0.317 7.2% 0.102 2.3% 46% False False 5,323
20 4.560 4.243 0.317 7.2% 0.091 2.1% 46% False False 4,234
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.775
2.618 4.637
1.618 4.552
1.000 4.499
0.618 4.467
HIGH 4.414
0.618 4.382
0.500 4.372
0.382 4.361
LOW 4.329
0.618 4.276
1.000 4.244
1.618 4.191
2.618 4.106
4.250 3.968
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 4.383 4.380
PP 4.377 4.372
S1 4.372 4.363

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

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