NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 4.601 4.694 0.093 2.0% 4.550
High 4.671 4.779 0.108 2.3% 4.674
Low 4.582 4.675 0.093 2.0% 4.520
Close 4.644 4.690 0.046 1.0% 4.644
Range 0.089 0.104 0.015 16.9% 0.154
ATR 0.092 0.095 0.003 3.3% 0.000
Volume 3,076 2,679 -397 -12.9% 16,044
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.027 4.962 4.747
R3 4.923 4.858 4.719
R2 4.819 4.819 4.709
R1 4.754 4.754 4.700 4.735
PP 4.715 4.715 4.715 4.705
S1 4.650 4.650 4.680 4.631
S2 4.611 4.611 4.671
S3 4.507 4.546 4.661
S4 4.403 4.442 4.633
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 4.779 4.566 0.213 4.5% 0.092 2.0% 58% True False 3,177
10 4.786 4.511 0.275 5.9% 0.096 2.0% 65% False False 3,299
20 4.813 4.511 0.302 6.4% 0.091 1.9% 59% False False 2,702
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 0.018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.221
2.618 5.051
1.618 4.947
1.000 4.883
0.618 4.843
HIGH 4.779
0.618 4.739
0.500 4.727
0.382 4.715
LOW 4.675
0.618 4.611
1.000 4.571
1.618 4.507
2.618 4.403
4.250 4.233
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 4.727 4.684
PP 4.715 4.678
S1 4.702 4.673

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

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