NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 4.694 4.705 0.011 0.2% 4.550
High 4.779 4.776 -0.003 -0.1% 4.674
Low 4.675 4.613 -0.062 -1.3% 4.520
Close 4.690 4.753 0.063 1.3% 4.644
Range 0.104 0.163 0.059 56.7% 0.154
ATR 0.095 0.100 0.005 5.1% 0.000
Volume 2,679 2,897 218 8.1% 16,044
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.203 5.141 4.843
R3 5.040 4.978 4.798
R2 4.877 4.877 4.783
R1 4.815 4.815 4.768 4.846
PP 4.714 4.714 4.714 4.730
S1 4.652 4.652 4.738 4.683
S2 4.551 4.551 4.723
S3 4.388 4.489 4.708
S4 4.225 4.326 4.663
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% 0.105 2.2% 88% False False 2,970
10 4.779 4.511 0.268 5.6% 0.097 2.0% 90% False False 3,283
20 4.813 4.511 0.302 6.4% 0.097 2.0% 80% False False 2,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 5.469
2.618 5.203
1.618 5.040
1.000 4.939
0.618 4.877
HIGH 4.776
0.618 4.714
0.500 4.695
0.382 4.675
LOW 4.613
0.618 4.512
1.000 4.450
1.618 4.349
2.618 4.186
4.250 3.920
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 4.734 4.729
PP 4.714 4.705
S1 4.695 4.681

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

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