NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 4.342 4.395 0.053 1.2% 4.246
High 4.451 4.424 -0.027 -0.6% 4.451
Low 4.275 4.361 0.086 2.0% 4.208
Close 4.408 4.405 -0.003 -0.1% 4.405
Range 0.176 0.063 -0.113 -64.2% 0.243
ATR 0.121 0.117 -0.004 -3.4% 0.000
Volume 23,109 15,432 -7,677 -33.2% 79,919
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.586 4.558 4.440
R3 4.523 4.495 4.422
R2 4.460 4.460 4.417
R1 4.432 4.432 4.411 4.446
PP 4.397 4.397 4.397 4.404
S1 4.369 4.369 4.399 4.383
S2 4.334 4.334 4.393
S3 4.271 4.306 4.388
S4 4.208 4.243 4.370
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.084 4.987 4.539
R3 4.841 4.744 4.472
R2 4.598 4.598 4.450
R1 4.501 4.501 4.427 4.550
PP 4.355 4.355 4.355 4.379
S1 4.258 4.258 4.383 4.307
S2 4.112 4.112 4.360
S3 3.869 4.015 4.338
S4 3.626 3.772 4.271
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% 0.110 2.5% 81% False False 15,983
10 4.560 4.208 0.352 8.0% 0.103 2.3% 56% False False 13,851
20 4.726 4.208 0.518 11.8% 0.120 2.7% 38% False False 11,965
40 4.726 4.011 0.715 16.2% 0.121 2.7% 55% False False 10,210
60 4.888 4.011 0.877 19.9% 0.113 2.6% 45% False False 8,328
80 4.888 4.011 0.877 19.9% 0.112 2.6% 45% False False 6,785
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.692
2.618 4.589
1.618 4.526
1.000 4.487
0.618 4.463
HIGH 4.424
0.618 4.400
0.500 4.393
0.382 4.385
LOW 4.361
0.618 4.322
1.000 4.298
1.618 4.259
2.618 4.196
4.250 4.093
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 4.401 4.391
PP 4.397 4.377
S1 4.393 4.363

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

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