NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 4.810 4.773 -0.037 -0.8% 4.673
High 4.837 4.877 0.040 0.8% 4.877
Low 4.696 4.720 0.024 0.5% 4.628
Close 4.718 4.872 0.154 3.3% 4.872
Range 0.141 0.157 0.016 11.3% 0.249
ATR 0.103 0.107 0.004 3.8% 0.000
Volume 9,306 10,449 1,143 12.3% 35,111
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.294 5.240 4.958
R3 5.137 5.083 4.915
R2 4.980 4.980 4.901
R1 4.926 4.926 4.886 4.953
PP 4.823 4.823 4.823 4.837
S1 4.769 4.769 4.858 4.796
S2 4.666 4.666 4.843
S3 4.509 4.612 4.829
S4 4.352 4.455 4.786
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.539 5.455 5.009
R3 5.290 5.206 4.940
R2 5.041 5.041 4.918
R1 4.957 4.957 4.895 4.999
PP 4.792 4.792 4.792 4.814
S1 4.708 4.708 4.849 4.750
S2 4.543 4.543 4.826
S3 4.294 4.459 4.804
S4 4.045 4.210 4.735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.877 4.628 0.249 5.1% 0.104 2.1% 98% True False 7,022
10 4.877 4.345 0.532 10.9% 0.114 2.3% 99% True False 5,512
20 4.877 4.243 0.634 13.0% 0.108 2.2% 99% True False 5,418
40 4.877 4.243 0.634 13.0% 0.093 1.9% 99% True False 4,274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.544
2.618 5.288
1.618 5.131
1.000 5.034
0.618 4.974
HIGH 4.877
0.618 4.817
0.500 4.799
0.382 4.780
LOW 4.720
0.618 4.623
1.000 4.563
1.618 4.466
2.618 4.309
4.250 4.053
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 4.848 4.844
PP 4.823 4.815
S1 4.799 4.787

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

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