NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 4.446 4.357 -0.089 -2.0% 4.708
High 4.455 4.372 -0.083 -1.9% 4.726
Low 4.347 4.256 -0.091 -2.1% 4.404
Close 4.367 4.275 -0.092 -2.1% 4.562
Range 0.108 0.116 0.008 7.4% 0.322
ATR 0.127 0.126 -0.001 -0.6% 0.000
Volume 8,768 10,020 1,252 14.3% 50,272
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.649 4.578 4.339
R3 4.533 4.462 4.307
R2 4.417 4.417 4.296
R1 4.346 4.346 4.286 4.324
PP 4.301 4.301 4.301 4.290
S1 4.230 4.230 4.264 4.208
S2 4.185 4.185 4.254
S3 4.069 4.114 4.243
S4 3.953 3.998 4.211
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 4.605 4.256 0.349 8.2% 0.108 2.5% 5% False True 11,214
10 4.726 4.256 0.470 11.0% 0.137 3.2% 4% False True 10,050
20 4.726 4.086 0.640 15.0% 0.131 3.1% 30% False False 10,385
40 4.726 4.011 0.715 16.7% 0.119 2.8% 37% False False 8,654
60 4.888 4.011 0.877 20.5% 0.113 2.6% 30% False False 6,983
80 4.888 4.011 0.877 20.5% 0.114 2.7% 30% False False 5,700
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 0.021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.865
2.618 4.676
1.618 4.560
1.000 4.488
0.618 4.444
HIGH 4.372
0.618 4.328
0.500 4.314
0.382 4.300
LOW 4.256
0.618 4.184
1.000 4.140
1.618 4.068
2.618 3.952
4.250 3.763
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 4.314 4.391
PP 4.301 4.352
S1 4.288 4.314

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

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