NYMEX Natural Gas Future August 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 4.485 4.430 -0.055 -1.2% 4.679
High 4.517 4.443 -0.074 -1.6% 4.719
Low 4.426 4.332 -0.094 -2.1% 4.396
Close 4.433 4.352 -0.081 -1.8% 4.554
Range 0.091 0.111 0.020 22.0% 0.323
ATR 0.130 0.129 -0.001 -1.1% 0.000
Volume 21,403 23,296 1,893 8.8% 57,289
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.709 4.641 4.413
R3 4.598 4.530 4.383
R2 4.487 4.487 4.372
R1 4.419 4.419 4.362 4.398
PP 4.376 4.376 4.376 4.365
S1 4.308 4.308 4.342 4.287
S2 4.265 4.265 4.332
S3 4.154 4.197 4.321
S4 4.043 4.086 4.291
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 4.332 0.278 6.4% 0.130 3.0% 7% False True 17,517
10 4.719 4.332 0.387 8.9% 0.144 3.3% 5% False True 14,310
20 4.719 4.050 0.669 15.4% 0.133 3.1% 45% False False 11,864
40 4.719 3.994 0.725 16.7% 0.121 2.8% 49% False False 9,312
60 4.896 3.994 0.902 20.7% 0.116 2.7% 40% False False 7,683
80 4.896 3.994 0.902 20.7% 0.117 2.7% 40% False False 6,318
100 4.896 3.994 0.902 20.7% 0.116 2.7% 40% False False 5,423
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.915
2.618 4.734
1.618 4.623
1.000 4.554
0.618 4.512
HIGH 4.443
0.618 4.401
0.500 4.388
0.382 4.374
LOW 4.332
0.618 4.263
1.000 4.221
1.618 4.152
2.618 4.041
4.250 3.860
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 4.388 4.440
PP 4.376 4.411
S1 4.364 4.381

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

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