NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 4.266 4.246 -0.020 -0.5% 4.526
High 4.283 4.356 0.073 1.7% 4.560
Low 4.230 4.208 -0.022 -0.5% 4.230
Close 4.259 4.324 0.065 1.5% 4.259
Range 0.053 0.148 0.095 179.2% 0.330
ATR 0.121 0.123 0.002 1.6% 0.000
Volume 18,241 12,110 -6,131 -33.6% 58,591
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.740 4.680 4.405
R3 4.592 4.532 4.365
R2 4.444 4.444 4.351
R1 4.384 4.384 4.338 4.414
PP 4.296 4.296 4.296 4.311
S1 4.236 4.236 4.310 4.266
S2 4.148 4.148 4.297
S3 4.000 4.088 4.283
S4 3.852 3.940 4.243
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.340 5.129 4.441
R3 5.010 4.799 4.350
R2 4.680 4.680 4.320
R1 4.469 4.469 4.289 4.410
PP 4.350 4.350 4.350 4.320
S1 4.139 4.139 4.229 4.080
S2 4.020 4.020 4.199
S3 3.690 3.809 4.168
S4 3.360 3.479 4.078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.525 4.208 0.317 7.3% 0.102 2.4% 37% False True 12,047
10 4.639 4.208 0.431 10.0% 0.126 2.9% 27% False True 11,294
20 4.726 4.087 0.639 14.8% 0.129 3.0% 37% False False 10,549
40 4.726 4.011 0.715 16.5% 0.119 2.8% 44% False False 9,138
60 4.888 4.011 0.877 20.3% 0.113 2.6% 36% False False 7,378
80 4.888 4.011 0.877 20.3% 0.114 2.6% 36% False False 6,052
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.985
2.618 4.743
1.618 4.595
1.000 4.504
0.618 4.447
HIGH 4.356
0.618 4.299
0.500 4.282
0.382 4.265
LOW 4.208
0.618 4.117
1.000 4.060
1.618 3.969
2.618 3.821
4.250 3.579
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 4.310 4.313
PP 4.296 4.301
S1 4.282 4.290

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

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