NYMEX Natural Gas Future July 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 4.518 4.480 -0.038 -0.8% 4.345
High 4.564 4.659 0.095 2.1% 4.544
Low 4.466 4.471 0.005 0.1% 4.220
Close 4.476 4.633 0.157 3.5% 4.535
Range 0.098 0.188 0.090 91.8% 0.324
ATR 0.120 0.125 0.005 4.0% 0.000
Volume 26,735 25,280 -1,455 -5.4% 127,049
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.152 5.080 4.736
R3 4.964 4.892 4.685
R2 4.776 4.776 4.667
R1 4.704 4.704 4.650 4.740
PP 4.588 4.588 4.588 4.606
S1 4.516 4.516 4.616 4.552
S2 4.400 4.400 4.599
S3 4.212 4.328 4.581
S4 4.024 4.140 4.530
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.405 5.294 4.713
R3 5.081 4.970 4.624
R2 4.757 4.757 4.594
R1 4.646 4.646 4.565 4.702
PP 4.433 4.433 4.433 4.461
S1 4.322 4.322 4.505 4.378
S2 4.109 4.109 4.476
S3 3.785 3.998 4.446
S4 3.461 3.674 4.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.659 4.390 0.269 5.8% 0.124 2.7% 90% True False 27,111
10 4.659 4.204 0.455 9.8% 0.127 2.7% 94% True False 35,230
20 4.659 4.141 0.518 11.2% 0.122 2.6% 95% True False 44,800
40 4.690 3.955 0.735 15.9% 0.127 2.7% 92% False False 33,464
60 4.690 3.955 0.735 15.9% 0.121 2.6% 92% False False 26,057
80 4.930 3.955 0.975 21.0% 0.122 2.6% 70% False False 21,621
100 4.930 3.955 0.975 21.0% 0.122 2.6% 70% False False 17,885
120 4.930 3.955 0.975 21.0% 0.121 2.6% 70% False False 15,188
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 0.033
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5.458
2.618 5.151
1.618 4.963
1.000 4.847
0.618 4.775
HIGH 4.659
0.618 4.587
0.500 4.565
0.382 4.543
LOW 4.471
0.618 4.355
1.000 4.283
1.618 4.167
2.618 3.979
4.250 3.672
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 4.610 4.609
PP 4.588 4.585
S1 4.565 4.562

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

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