NYMEX Natural Gas Future December 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 4.645 4.601 -0.044 -0.9% 4.550
High 4.665 4.671 0.006 0.1% 4.674
Low 4.566 4.582 0.016 0.4% 4.520
Close 4.593 4.644 0.051 1.1% 4.644
Range 0.099 0.089 -0.010 -10.1% 0.154
ATR 0.093 0.092 0.000 -0.3% 0.000
Volume 2,731 3,076 345 12.6% 16,044
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.899 4.861 4.693
R3 4.810 4.772 4.668
R2 4.721 4.721 4.660
R1 4.683 4.683 4.652 4.702
PP 4.632 4.632 4.632 4.642
S1 4.594 4.594 4.636 4.613
S2 4.543 4.543 4.628
S3 4.454 4.505 4.620
S4 4.365 4.416 4.595
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.075 5.013 4.729
R3 4.921 4.859 4.686
R2 4.767 4.767 4.672
R1 4.705 4.705 4.658 4.736
PP 4.613 4.613 4.613 4.628
S1 4.551 4.551 4.630 4.582
S2 4.459 4.459 4.616
S3 4.305 4.397 4.602
S4 4.151 4.243 4.559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.674 4.520 0.154 3.3% 0.096 2.1% 81% False False 3,208
10 4.813 4.511 0.302 6.5% 0.098 2.1% 44% False False 3,230
20 4.813 4.511 0.302 6.5% 0.088 1.9% 44% False False 2,703
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.049
2.618 4.904
1.618 4.815
1.000 4.760
0.618 4.726
HIGH 4.671
0.618 4.637
0.500 4.627
0.382 4.616
LOW 4.582
0.618 4.527
1.000 4.493
1.618 4.438
2.618 4.349
4.250 4.204
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 4.638 4.636
PP 4.632 4.627
S1 4.627 4.619

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

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