NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 4.319 4.342 0.023 0.5% 4.526
High 4.392 4.451 0.059 1.3% 4.560
Low 4.302 4.275 -0.027 -0.6% 4.230
Close 4.355 4.408 0.053 1.2% 4.259
Range 0.090 0.176 0.086 95.6% 0.330
ATR 0.117 0.121 0.004 3.6% 0.000
Volume 13,197 23,109 9,912 75.1% 58,591
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.906 4.833 4.505
R3 4.730 4.657 4.456
R2 4.554 4.554 4.440
R1 4.481 4.481 4.424 4.518
PP 4.378 4.378 4.378 4.396
S1 4.305 4.305 4.392 4.342
S2 4.202 4.202 4.376
S3 4.026 4.129 4.360
S4 3.850 3.953 4.311
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 4.451 4.208 0.243 5.5% 0.108 2.4% 82% True False 16,545
10 4.605 4.208 0.397 9.0% 0.108 2.4% 50% False False 13,880
20 4.726 4.208 0.518 11.8% 0.121 2.8% 39% False False 11,858
40 4.726 4.011 0.715 16.2% 0.122 2.8% 56% False False 9,952
60 4.888 4.011 0.877 19.9% 0.114 2.6% 45% False False 8,121
80 4.888 4.011 0.877 19.9% 0.113 2.6% 45% False False 6,627
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 10 trading days
Fibonacci Retracements and Extensions
4.250 5.199
2.618 4.912
1.618 4.736
1.000 4.627
0.618 4.560
HIGH 4.451
0.618 4.384
0.500 4.363
0.382 4.342
LOW 4.275
0.618 4.166
1.000 4.099
1.618 3.990
2.618 3.814
4.250 3.527
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 4.393 4.393
PP 4.378 4.378
S1 4.363 4.363

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

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