NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 01-Apr-2011

Day Change Summary
	Previous	Current
	31-Mar-2011	01-Apr-2011	Change	Change %	Previous Week
Open	4.374	4.405	0.031	0.7%	4.523
High	4.442	4.428	-0.014	-0.3%	4.559
Low	4.205	4.286	0.081	1.9%	4.205
Close	4.389	4.334	-0.055	-1.3%	4.334
Range	0.237	0.142	-0.095	-40.1%	0.354
ATR	0.152	0.151	-0.001	-0.4%	0.000
Volume	177,797	108,558	-69,239	-38.9%	619,638

Daily Pivots for day following 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.775	4.697	4.412
R3	4.633	4.555	4.373
R2	4.491	4.491	4.360
R1	4.413	4.413	4.347	4.381
PP	4.349	4.349	4.349	4.334
S1	4.271	4.271	4.321	4.239
S2	4.207	4.207	4.308
S3	4.065	4.129	4.295
S4	3.923	3.987	4.256

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.428	5.235	4.529
R3	5.074	4.881	4.431
R2	4.720	4.720	4.399
R1	4.527	4.527	4.366	4.447
PP	4.366	4.366	4.366	4.326
S1	4.173	4.173	4.302	4.093
S2	4.012	4.012	4.269
S3	3.658	3.819	4.237
S4	3.304	3.465	4.139

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.559	4.205	0.354	8.2%	0.171	4.0%	36%	False	False	123,927
10	4.559	4.200	0.359	8.3%	0.157	3.6%	37%	False	False	104,628
20	4.559	3.805	0.754	17.4%	0.154	3.5%	70%	False	False	89,918
40	4.559	3.805	0.754	17.4%	0.135	3.1%	70%	False	False	69,182
60	4.822	3.805	1.017	23.5%	0.135	3.1%	52%	False	False	53,450
80	4.822	3.805	1.017	23.5%	0.135	3.1%	52%	False	False	42,433
100	4.822	3.805	1.017	23.5%	0.135	3.1%	52%	False	False	35,272
120	4.822	3.805	1.017	23.5%	0.129	3.0%	52%	False	False	29,915

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.032
2.618	4.800
1.618	4.658
1.000	4.570
0.618	4.516
HIGH	4.428
0.618	4.374
0.500	4.357
0.382	4.340
LOW	4.286
0.618	4.198
1.000	4.144
1.618	4.056
2.618	3.914
4.250	3.683

Fisher Pivots for day following 01-Apr-2011
Pivot	1 day	3 day
R1	4.357	4.331
PP	4.349	4.327
S1	4.342	4.324

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols