NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 4.337 4.319 -0.018 -0.4% 4.526
High 4.351 4.392 0.041 0.9% 4.560
Low 4.280 4.302 0.022 0.5% 4.230
Close 4.325 4.355 0.030 0.7% 4.259
Range 0.071 0.090 0.019 26.8% 0.330
ATR 0.119 0.117 -0.002 -1.7% 0.000
Volume 16,071 13,197 -2,874 -17.9% 58,591
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.620 4.577 4.405
R3 4.530 4.487 4.380
R2 4.440 4.440 4.372
R1 4.397 4.397 4.363 4.419
PP 4.350 4.350 4.350 4.360
S1 4.307 4.307 4.347 4.329
S2 4.260 4.260 4.339
S3 4.170 4.217 4.330
S4 4.080 4.127 4.306
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 4.392 4.208 0.184 4.2% 0.096 2.2% 80% True False 13,927
10 4.615 4.208 0.407 9.3% 0.111 2.6% 36% False False 12,457
20 4.726 4.208 0.518 11.9% 0.123 2.8% 28% False False 11,063
40 4.726 4.011 0.715 16.4% 0.119 2.7% 48% False False 9,547
60 4.888 4.011 0.877 20.1% 0.112 2.6% 39% False False 7,777
80 4.888 4.011 0.877 20.1% 0.113 2.6% 39% False False 6,356
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.775
2.618 4.628
1.618 4.538
1.000 4.482
0.618 4.448
HIGH 4.392
0.618 4.358
0.500 4.347
0.382 4.336
LOW 4.302
0.618 4.246
1.000 4.212
1.618 4.156
2.618 4.066
4.250 3.920
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 4.352 4.337
PP 4.350 4.318
S1 4.347 4.300

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

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