NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 4.807 4.730 -0.077 -1.6% 4.603
High 4.810 4.879 0.069 1.4% 4.785
Low 4.723 4.730 0.007 0.1% 4.512
Close 4.730 4.861 0.131 2.8% 4.780
Range 0.087 0.149 0.062 71.3% 0.273
ATR 0.098 0.102 0.004 3.7% 0.000
Volume 5,069 4,404 -665 -13.1% 21,372
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.270 5.215 4.943
R3 5.121 5.066 4.902
R2 4.972 4.972 4.888
R1 4.917 4.917 4.875 4.945
PP 4.823 4.823 4.823 4.837
S1 4.768 4.768 4.847 4.796
S2 4.674 4.674 4.834
S3 4.525 4.619 4.820
S4 4.376 4.470 4.779
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.511 5.419 4.930
R3 5.238 5.146 4.855
R2 4.965 4.965 4.830
R1 4.873 4.873 4.805 4.919
PP 4.692 4.692 4.692 4.716
S1 4.600 4.600 4.755 4.646
S2 4.419 4.419 4.730
S3 4.146 4.327 4.705
S4 3.873 4.054 4.630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.879 4.686 0.193 4.0% 0.097 2.0% 91% True False 6,541
10 4.879 4.504 0.375 7.7% 0.101 2.1% 95% True False 6,850
20 4.879 4.451 0.428 8.8% 0.100 2.1% 96% True False 6,739
40 4.910 4.243 0.667 13.7% 0.105 2.1% 93% False False 6,280
60 4.910 4.243 0.667 13.7% 0.098 2.0% 93% False False 5,381
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 0.023
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.512
2.618 5.269
1.618 5.120
1.000 5.028
0.618 4.971
HIGH 4.879
0.618 4.822
0.500 4.805
0.382 4.787
LOW 4.730
0.618 4.638
1.000 4.581
1.618 4.489
2.618 4.340
4.250 4.097
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 4.842 4.841
PP 4.823 4.821
S1 4.805 4.801

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

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