NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 4.745 4.815 0.070 1.5% 4.974
High 4.829 4.823 -0.006 -0.1% 5.005
Low 4.708 4.772 0.064 1.4% 4.728
Close 4.813 4.810 -0.003 -0.1% 4.754
Range 0.121 0.051 -0.070 -57.9% 0.277
ATR 0.104 0.100 -0.004 -3.6% 0.000
Volume 4,193 3,328 -865 -20.6% 27,204
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.955 4.933 4.838
R3 4.904 4.882 4.824
R2 4.853 4.853 4.819
R1 4.831 4.831 4.815 4.817
PP 4.802 4.802 4.802 4.794
S1 4.780 4.780 4.805 4.766
S2 4.751 4.751 4.801
S3 4.700 4.729 4.796
S4 4.649 4.678 4.782
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.660 5.484 4.906
R3 5.383 5.207 4.830
R2 5.106 5.106 4.805
R1 4.930 4.930 4.779 4.880
PP 4.829 4.829 4.829 4.804
S1 4.653 4.653 4.729 4.603
S2 4.552 4.552 4.703
S3 4.275 4.376 4.678
S4 3.998 4.099 4.602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.935 4.708 0.227 4.7% 0.084 1.8% 45% False False 4,812
10 5.030 4.708 0.322 6.7% 0.095 2.0% 32% False False 5,156
20 5.145 4.708 0.437 9.1% 0.103 2.1% 23% False False 5,125
40 5.145 4.511 0.634 13.2% 0.100 2.1% 47% False False 3,902
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.040
2.618 4.957
1.618 4.906
1.000 4.874
0.618 4.855
HIGH 4.823
0.618 4.804
0.500 4.798
0.382 4.791
LOW 4.772
0.618 4.740
1.000 4.721
1.618 4.689
2.618 4.638
4.250 4.555
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 4.806 4.796
PP 4.802 4.782
S1 4.798 4.769

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

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