NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 06-Apr-2011

Day Change Summary
	Previous	Current
	05-Apr-2011	06-Apr-2011	Change	Change %	Previous Week
Open	4.282	4.226	-0.056	-1.3%	4.523
High	4.322	4.245	-0.077	-1.8%	4.559
Low	4.221	4.129	-0.092	-2.2%	4.205
Close	4.231	4.146	-0.085	-2.0%	4.334
Range	0.101	0.116	0.015	14.9%	0.354
ATR	0.146	0.144	-0.002	-1.5%	0.000
Volume	80,168	115,104	34,936	43.6%	619,638

Daily Pivots for day following 06-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.521	4.450	4.210
R3	4.405	4.334	4.178
R2	4.289	4.289	4.167
R1	4.218	4.218	4.157	4.196
PP	4.173	4.173	4.173	4.162
S1	4.102	4.102	4.135	4.080
S2	4.057	4.057	4.125
S3	3.941	3.986	4.114
S4	3.825	3.870	4.082

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	4.442	4.129	0.313	7.5%	0.145	3.5%	5%	False	True	119,075
10	4.559	4.129	0.430	10.4%	0.160	3.9%	4%	False	True	112,045
20	4.559	3.855	0.704	17.0%	0.150	3.6%	41%	False	False	96,259
40	4.559	3.805	0.754	18.2%	0.136	3.3%	45%	False	False	72,595
60	4.822	3.805	1.017	24.5%	0.134	3.2%	34%	False	False	57,508
80	4.822	3.805	1.017	24.5%	0.134	3.2%	34%	False	False	45,784
100	4.822	3.805	1.017	24.5%	0.134	3.2%	34%	False	False	38,112
120	4.822	3.805	1.017	24.5%	0.131	3.1%	34%	False	False	32,419

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.738
2.618	4.549
1.618	4.433
1.000	4.361
0.618	4.317
HIGH	4.245
0.618	4.201
0.500	4.187
0.382	4.173
LOW	4.129
0.618	4.057
1.000	4.013
1.618	3.941
2.618	3.825
4.250	3.636

Fisher Pivots for day following 06-Apr-2011
Pivot	1 day	3 day
R1	4.187	4.247
PP	4.173	4.213
S1	4.160	4.180

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