NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 4.779 4.915 0.136 2.8% 4.694
High 4.911 4.930 0.019 0.4% 4.930
Low 4.766 4.850 0.084 1.8% 4.613
Close 4.907 4.915 0.008 0.2% 4.915
Range 0.145 0.080 -0.065 -44.8% 0.317
ATR 0.102 0.101 -0.002 -1.6% 0.000
Volume 3,134 6,512 3,378 107.8% 19,470
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.138 5.107 4.959
R3 5.058 5.027 4.937
R2 4.978 4.978 4.930
R1 4.947 4.947 4.922 4.955
PP 4.898 4.898 4.898 4.903
S1 4.867 4.867 4.908 4.875
S2 4.818 4.818 4.900
S3 4.738 4.787 4.893
S4 4.658 4.707 4.871
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.770 5.660 5.089
R3 5.453 5.343 5.002
R2 5.136 5.136 4.973
R1 5.026 5.026 4.944 5.081
PP 4.819 4.819 4.819 4.847
S1 4.709 4.709 4.886 4.764
S2 4.502 4.502 4.857
S3 4.185 4.392 4.828
S4 3.868 4.075 4.741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.930 4.613 0.317 6.4% 0.115 2.3% 95% True False 3,894
10 4.930 4.520 0.410 8.3% 0.106 2.1% 96% True False 3,551
20 4.930 4.511 0.419 8.5% 0.102 2.1% 96% True False 3,090
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.270
2.618 5.139
1.618 5.059
1.000 5.010
0.618 4.979
HIGH 4.930
0.618 4.899
0.500 4.890
0.382 4.881
LOW 4.850
0.618 4.801
1.000 4.770
1.618 4.721
2.618 4.641
4.250 4.510
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 4.907 4.887
PP 4.898 4.859
S1 4.890 4.832

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

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