NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 4.403 4.314 -0.089 -2.0% 4.246
High 4.452 4.451 -0.001 0.0% 4.451
Low 4.287 4.314 0.027 0.6% 4.208
Close 4.326 4.438 0.112 2.6% 4.405
Range 0.165 0.137 -0.028 -17.0% 0.243
ATR 0.120 0.122 0.001 1.0% 0.000
Volume 12,591 5,117 -7,474 -59.4% 79,919
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.812 4.762 4.513
R3 4.675 4.625 4.476
R2 4.538 4.538 4.463
R1 4.488 4.488 4.451 4.513
PP 4.401 4.401 4.401 4.414
S1 4.351 4.351 4.425 4.376
S2 4.264 4.264 4.413
S3 4.127 4.214 4.400
S4 3.990 4.077 4.363
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 4.0% 0.126 2.8% 92% False False 13,889
10 4.455 4.208 0.247 5.6% 0.113 2.5% 93% False False 13,465
20 4.726 4.208 0.518 11.7% 0.126 2.8% 44% False False 11,862
40 4.726 4.011 0.715 16.1% 0.124 2.8% 60% False False 10,459
60 4.726 4.011 0.715 16.1% 0.114 2.6% 60% False False 8,463
80 4.888 4.011 0.877 19.8% 0.114 2.6% 49% False False 6,977
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.033
2.618 4.810
1.618 4.673
1.000 4.588
0.618 4.536
HIGH 4.451
0.618 4.399
0.500 4.383
0.382 4.366
LOW 4.314
0.618 4.229
1.000 4.177
1.618 4.092
2.618 3.955
4.250 3.732
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 4.420 4.415
PP 4.401 4.392
S1 4.383 4.370

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

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