NYMEX Natural Gas Future September 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 4.560 4.595 0.035 0.8% 4.708
High 4.615 4.605 -0.010 -0.2% 4.726
Low 4.404 4.490 0.086 2.0% 4.404
Close 4.571 4.562 -0.009 -0.2% 4.562
Range 0.211 0.115 -0.096 -45.5% 0.322
ATR 0.134 0.132 -0.001 -1.0% 0.000
Volume 8,883 15,723 6,840 77.0% 50,272
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.897 4.845 4.625
R3 4.782 4.730 4.594
R2 4.667 4.667 4.583
R1 4.615 4.615 4.573 4.584
PP 4.552 4.552 4.552 4.537
S1 4.500 4.500 4.551 4.469
S2 4.437 4.437 4.541
S3 4.322 4.385 4.530
S4 4.207 4.270 4.499
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.530 5.368 4.739
R3 5.208 5.046 4.651
R2 4.886 4.886 4.621
R1 4.724 4.724 4.592 4.644
PP 4.564 4.564 4.564 4.524
S1 4.402 4.402 4.532 4.322
S2 4.242 4.242 4.503
S3 3.920 4.080 4.473
S4 3.598 3.758 4.385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.726 4.404 0.322 7.1% 0.152 3.3% 49% False False 10,054
10 4.726 4.397 0.329 7.2% 0.137 3.0% 50% False False 10,080
20 4.726 4.012 0.714 15.7% 0.134 2.9% 77% False False 10,376
40 4.726 4.011 0.715 15.7% 0.118 2.6% 77% False False 8,171
60 4.888 4.011 0.877 19.2% 0.115 2.5% 63% False False 6,513
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.094
2.618 4.906
1.618 4.791
1.000 4.720
0.618 4.676
HIGH 4.605
0.618 4.561
0.500 4.548
0.382 4.534
LOW 4.490
0.618 4.419
1.000 4.375
1.618 4.304
2.618 4.189
4.250 4.001
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 4.557 4.545
PP 4.552 4.527
S1 4.548 4.510

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

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