NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 4.673 4.646 -0.027 -0.6% 4.454
High 4.708 4.718 0.010 0.2% 4.679
Low 4.628 4.643 0.015 0.3% 4.345
Close 4.646 4.717 0.071 1.5% 4.667
Range 0.080 0.075 -0.005 -6.3% 0.334
ATR 0.105 0.103 -0.002 -2.0% 0.000
Volume 6,040 3,843 -2,197 -36.4% 20,015
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.918 4.892 4.758
R3 4.843 4.817 4.738
R2 4.768 4.768 4.731
R1 4.742 4.742 4.724 4.755
PP 4.693 4.693 4.693 4.699
S1 4.667 4.667 4.710 4.680
S2 4.618 4.618 4.703
S3 4.543 4.592 4.696
S4 4.468 4.517 4.676
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.566 5.450 4.851
R3 5.232 5.116 4.759
R2 4.898 4.898 4.728
R1 4.782 4.782 4.698 4.840
PP 4.564 4.564 4.564 4.593
S1 4.448 4.448 4.636 4.506
S2 4.230 4.230 4.606
S3 3.896 4.114 4.575
S4 3.562 3.780 4.483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.718 4.461 0.257 5.4% 0.099 2.1% 100% True False 4,683
10 4.718 4.307 0.411 8.7% 0.105 2.2% 100% True False 4,339
20 4.718 4.243 0.475 10.1% 0.105 2.2% 100% True False 4,668
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.037
2.618 4.914
1.618 4.839
1.000 4.793
0.618 4.764
HIGH 4.718
0.618 4.689
0.500 4.681
0.382 4.672
LOW 4.643
0.618 4.597
1.000 4.568
1.618 4.522
2.618 4.447
4.250 4.324
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 4.705 4.697
PP 4.693 4.676
S1 4.681 4.656

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

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