NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 4.885 4.960 0.075 1.5% 4.933
High 4.980 5.030 0.050 1.0% 5.109
Low 4.880 4.845 -0.035 -0.7% 4.874
Close 4.971 4.998 0.027 0.5% 5.105
Range 0.100 0.185 0.085 85.0% 0.235
ATR 0.108 0.113 0.006 5.1% 0.000
Volume 5,236 5,548 312 6.0% 23,996
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.513 5.440 5.100
R3 5.328 5.255 5.049
R2 5.143 5.143 5.032
R1 5.070 5.070 5.015 5.107
PP 4.958 4.958 4.958 4.976
S1 4.885 4.885 4.981 4.922
S2 4.773 4.773 4.964
S3 4.588 4.700 4.947
S4 4.403 4.515 4.896
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.734 5.655 5.234
R3 5.499 5.420 5.170
R2 5.264 5.264 5.148
R1 5.185 5.185 5.127 5.225
PP 5.029 5.029 5.029 5.049
S1 4.950 4.950 5.083 4.990
S2 4.794 4.794 5.062
S3 4.559 4.715 5.040
S4 4.324 4.480 4.976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.145 4.845 0.300 6.0% 0.149 3.0% 51% False True 6,168
10 5.145 4.845 0.300 6.0% 0.116 2.3% 51% False True 5,434
20 5.145 4.511 0.634 12.7% 0.111 2.2% 77% False False 4,300
40 5.145 4.511 0.634 12.7% 0.098 2.0% 77% False False 3,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 5.816
2.618 5.514
1.618 5.329
1.000 5.215
0.618 5.144
HIGH 5.030
0.618 4.959
0.500 4.938
0.382 4.916
LOW 4.845
0.618 4.731
1.000 4.660
1.618 4.546
2.618 4.361
4.250 4.059
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 4.978 4.984
PP 4.958 4.970
S1 4.938 4.957

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

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