NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 4.507 4.485 -0.022 -0.5% 4.679
High 4.548 4.517 -0.031 -0.7% 4.719
Low 4.433 4.426 -0.007 -0.2% 4.396
Close 4.486 4.433 -0.053 -1.2% 4.554
Range 0.115 0.091 -0.024 -20.9% 0.323
ATR 0.133 0.130 -0.003 -2.3% 0.000
Volume 15,376 21,403 6,027 39.2% 57,289
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.732 4.673 4.483
R3 4.641 4.582 4.458
R2 4.550 4.550 4.450
R1 4.491 4.491 4.441 4.475
PP 4.459 4.459 4.459 4.451
S1 4.400 4.400 4.425 4.384
S2 4.368 4.368 4.416
S3 4.277 4.309 4.408
S4 4.186 4.218 4.383
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 4.610 4.396 0.214 4.8% 0.131 3.0% 17% False False 14,598
10 4.719 4.396 0.323 7.3% 0.142 3.2% 11% False False 12,729
20 4.719 4.050 0.669 15.1% 0.133 3.0% 57% False False 11,338
40 4.719 3.994 0.725 16.4% 0.120 2.7% 61% False False 8,868
60 4.896 3.994 0.902 20.3% 0.116 2.6% 49% False False 7,386
80 4.896 3.994 0.902 20.3% 0.116 2.6% 49% False False 6,078
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 0.026
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.904
2.618 4.755
1.618 4.664
1.000 4.608
0.618 4.573
HIGH 4.517
0.618 4.482
0.500 4.472
0.382 4.461
LOW 4.426
0.618 4.370
1.000 4.335
1.618 4.279
2.618 4.188
4.250 4.039
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 4.472 4.513
PP 4.459 4.486
S1 4.446 4.460

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

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