NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 4.395 4.403 0.008 0.2% 4.246
High 4.424 4.452 0.028 0.6% 4.451
Low 4.361 4.287 -0.074 -1.7% 4.208
Close 4.405 4.326 -0.079 -1.8% 4.405
Range 0.063 0.165 0.102 161.9% 0.243
ATR 0.117 0.120 0.003 2.9% 0.000
Volume 15,432 12,591 -2,841 -18.4% 79,919
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.850 4.753 4.417
R3 4.685 4.588 4.371
R2 4.520 4.520 4.356
R1 4.423 4.423 4.341 4.389
PP 4.355 4.355 4.355 4.338
S1 4.258 4.258 4.311 4.224
S2 4.190 4.190 4.296
S3 4.025 4.093 4.281
S4 3.860 3.928 4.235
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 4.452 4.275 0.177 4.1% 0.113 2.6% 29% True False 16,080
10 4.525 4.208 0.317 7.3% 0.108 2.5% 37% False False 14,063
20 4.726 4.208 0.518 12.0% 0.123 2.9% 23% False False 12,108
40 4.726 4.011 0.715 16.5% 0.124 2.9% 44% False False 10,414
60 4.888 4.011 0.877 20.3% 0.114 2.6% 36% False False 8,467
80 4.888 4.011 0.877 20.3% 0.113 2.6% 36% False False 6,926
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.153
2.618 4.884
1.618 4.719
1.000 4.617
0.618 4.554
HIGH 4.452
0.618 4.389
0.500 4.370
0.382 4.350
LOW 4.287
0.618 4.185
1.000 4.122
1.618 4.020
2.618 3.855
4.250 3.586
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 4.370 4.364
PP 4.355 4.351
S1 4.341 4.339

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

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