NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 4.405 4.334 -0.071 -1.6% 4.523
High 4.428 4.364 -0.064 -1.4% 4.559
Low 4.286 4.233 -0.053 -1.2% 4.205
Close 4.334 4.289 -0.045 -1.0% 4.334
Range 0.142 0.131 -0.011 -7.7% 0.354
ATR 0.151 0.149 -0.001 -0.9% 0.000
Volume 108,558 113,750 5,192 4.8% 619,638
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.688 4.620 4.361
R3 4.557 4.489 4.325
R2 4.426 4.426 4.313
R1 4.358 4.358 4.301 4.327
PP 4.295 4.295 4.295 4.280
S1 4.227 4.227 4.277 4.196
S2 4.164 4.164 4.265
S3 4.033 4.096 4.253
S4 3.902 3.965 4.217
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 4.453 4.205 0.248 5.8% 0.168 3.9% 34% False False 129,410
10 4.559 4.205 0.354 8.3% 0.159 3.7% 24% False False 106,937
20 4.559 3.855 0.704 16.4% 0.151 3.5% 62% False False 93,987
40 4.559 3.805 0.754 17.6% 0.137 3.2% 64% False False 71,175
60 4.822 3.805 1.017 23.7% 0.134 3.1% 48% False False 55,020
80 4.822 3.805 1.017 23.7% 0.135 3.1% 48% False False 43,685
100 4.822 3.805 1.017 23.7% 0.135 3.1% 48% False False 36,313
120 4.822 3.805 1.017 23.7% 0.130 3.0% 48% False False 30,849
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 0.028
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.921
2.618 4.707
1.618 4.576
1.000 4.495
0.618 4.445
HIGH 4.364
0.618 4.314
0.500 4.299
0.382 4.283
LOW 4.233
0.618 4.152
1.000 4.102
1.618 4.021
2.618 3.890
4.250 3.676
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 4.299 4.324
PP 4.295 4.312
S1 4.292 4.301

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

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