NYMEX Natural Gas Future September 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 4.460 4.446 -0.014 -0.3% 4.708
High 4.525 4.455 -0.070 -1.5% 4.726
Low 4.439 4.347 -0.092 -2.1% 4.404
Close 4.446 4.367 -0.079 -1.8% 4.562
Range 0.086 0.108 0.022 25.6% 0.322
ATR 0.128 0.127 -0.001 -1.1% 0.000
Volume 11,097 8,768 -2,329 -21.0% 50,272
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.714 4.648 4.426
R3 4.606 4.540 4.397
R2 4.498 4.498 4.387
R1 4.432 4.432 4.377 4.411
PP 4.390 4.390 4.390 4.379
S1 4.324 4.324 4.357 4.303
S2 4.282 4.282 4.347
S3 4.174 4.216 4.337
S4 4.066 4.108 4.308
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 4.615 4.347 0.268 6.1% 0.127 2.9% 7% False True 10,987
10 4.726 4.347 0.379 8.7% 0.142 3.2% 5% False True 10,431
20 4.726 4.071 0.655 15.0% 0.131 3.0% 45% False False 10,431
40 4.726 4.011 0.715 16.4% 0.119 2.7% 50% False False 8,556
60 4.888 4.011 0.877 20.1% 0.113 2.6% 41% False False 6,845
80 4.888 4.011 0.877 20.1% 0.115 2.6% 41% False False 5,590
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.914
2.618 4.738
1.618 4.630
1.000 4.563
0.618 4.522
HIGH 4.455
0.618 4.414
0.500 4.401
0.382 4.388
LOW 4.347
0.618 4.280
1.000 4.239
1.618 4.172
2.618 4.064
4.250 3.888
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 4.401 4.454
PP 4.390 4.425
S1 4.378 4.396

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

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