NYMEX Natural Gas Future August 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 4.553 4.591 0.038 0.8% 4.679
High 4.610 4.599 -0.011 -0.2% 4.719
Low 4.396 4.479 0.083 1.9% 4.396
Close 4.566 4.554 -0.012 -0.3% 4.554
Range 0.214 0.120 -0.094 -43.9% 0.323
ATR 0.135 0.134 -0.001 -0.8% 0.000
Volume 12,581 14,932 2,351 18.7% 57,289
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.904 4.849 4.620
R3 4.784 4.729 4.587
R2 4.664 4.664 4.576
R1 4.609 4.609 4.565 4.577
PP 4.544 4.544 4.544 4.528
S1 4.489 4.489 4.543 4.457
S2 4.424 4.424 4.532
S3 4.304 4.369 4.521
S4 4.184 4.249 4.488
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.525 5.363 4.732
R3 5.202 5.040 4.643
R2 4.879 4.879 4.613
R1 4.717 4.717 4.584 4.637
PP 4.556 4.556 4.556 4.516
S1 4.394 4.394 4.524 4.314
S2 4.233 4.233 4.495
S3 3.910 4.071 4.465
S4 3.587 3.748 4.376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.719 4.396 0.323 7.1% 0.153 3.4% 49% False False 11,457
10 4.719 4.381 0.338 7.4% 0.140 3.1% 51% False False 10,664
20 4.719 3.999 0.720 15.8% 0.136 3.0% 77% False False 10,279
40 4.719 3.994 0.725 15.9% 0.120 2.6% 77% False False 8,151
60 4.896 3.994 0.902 19.8% 0.118 2.6% 62% False False 6,871
80 4.896 3.994 0.902 19.8% 0.118 2.6% 62% False False 5,687
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.109
2.618 4.913
1.618 4.793
1.000 4.719
0.618 4.673
HIGH 4.599
0.618 4.553
0.500 4.539
0.382 4.525
LOW 4.479
0.618 4.405
1.000 4.359
1.618 4.285
2.618 4.165
4.250 3.969
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 4.549 4.537
PP 4.544 4.520
S1 4.539 4.503

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

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