NYMEX Natural Gas Future August 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 4.591 4.507 -0.084 -1.8% 4.679
High 4.599 4.548 -0.051 -1.1% 4.719
Low 4.479 4.433 -0.046 -1.0% 4.396
Close 4.554 4.486 -0.068 -1.5% 4.554
Range 0.120 0.115 -0.005 -4.2% 0.323
ATR 0.134 0.133 -0.001 -0.7% 0.000
Volume 14,932 15,376 444 3.0% 57,289
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.834 4.775 4.549
R3 4.719 4.660 4.518
R2 4.604 4.604 4.507
R1 4.545 4.545 4.497 4.517
PP 4.489 4.489 4.489 4.475
S1 4.430 4.430 4.475 4.402
S2 4.374 4.374 4.465
S3 4.259 4.315 4.454
S4 4.144 4.200 4.423
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 4.631 4.396 0.235 5.2% 0.151 3.4% 38% False False 12,367
10 4.719 4.396 0.323 7.2% 0.141 3.1% 28% False False 11,501
20 4.719 4.050 0.669 14.9% 0.134 3.0% 65% False False 10,765
40 4.719 3.994 0.725 16.2% 0.121 2.7% 68% False False 8,420
60 4.896 3.994 0.902 20.1% 0.117 2.6% 55% False False 7,091
80 4.896 3.994 0.902 20.1% 0.117 2.6% 55% False False 5,854
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 0.023
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.037
2.618 4.849
1.618 4.734
1.000 4.663
0.618 4.619
HIGH 4.548
0.618 4.504
0.500 4.491
0.382 4.477
LOW 4.433
0.618 4.362
1.000 4.318
1.618 4.247
2.618 4.132
4.250 3.944
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 4.491 4.503
PP 4.489 4.497
S1 4.488 4.492

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

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