NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 4.246 4.337 0.091 2.1% 4.526
High 4.356 4.351 -0.005 -0.1% 4.560
Low 4.208 4.280 0.072 1.7% 4.230
Close 4.324 4.325 0.001 0.0% 4.259
Range 0.148 0.071 -0.077 -52.0% 0.330
ATR 0.123 0.119 -0.004 -3.0% 0.000
Volume 12,110 16,071 3,961 32.7% 58,591
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.532 4.499 4.364
R3 4.461 4.428 4.345
R2 4.390 4.390 4.338
R1 4.357 4.357 4.332 4.338
PP 4.319 4.319 4.319 4.309
S1 4.286 4.286 4.318 4.267
S2 4.248 4.248 4.312
S3 4.177 4.215 4.305
S4 4.106 4.144 4.286
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 4.455 4.208 0.247 5.7% 0.099 2.3% 47% False False 13,042
10 4.615 4.208 0.407 9.4% 0.114 2.6% 29% False False 11,986
20 4.726 4.191 0.535 12.4% 0.124 2.9% 25% False False 10,972
40 4.726 4.011 0.715 16.5% 0.119 2.8% 44% False False 9,368
60 4.888 4.011 0.877 20.3% 0.113 2.6% 36% False False 7,595
80 4.888 4.011 0.877 20.3% 0.114 2.6% 36% False False 6,235
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.653
2.618 4.537
1.618 4.466
1.000 4.422
0.618 4.395
HIGH 4.351
0.618 4.324
0.500 4.316
0.382 4.307
LOW 4.280
0.618 4.236
1.000 4.209
1.618 4.165
2.618 4.094
4.250 3.978
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 4.322 4.311
PP 4.319 4.296
S1 4.316 4.282

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

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