NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 4.314 4.468 0.154 3.6% 4.246
High 4.451 4.508 0.057 1.3% 4.451
Low 4.314 4.444 0.130 3.0% 4.208
Close 4.438 4.489 0.051 1.1% 4.405
Range 0.137 0.064 -0.073 -53.3% 0.243
ATR 0.122 0.118 -0.004 -3.0% 0.000
Volume 5,117 8,636 3,519 68.8% 79,919
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.672 4.645 4.524
R3 4.608 4.581 4.507
R2 4.544 4.544 4.501
R1 4.517 4.517 4.495 4.531
PP 4.480 4.480 4.480 4.487
S1 4.453 4.453 4.483 4.467
S2 4.416 4.416 4.477
S3 4.352 4.389 4.471
S4 4.288 4.325 4.454
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 4.508 4.275 0.233 5.2% 0.121 2.7% 92% True False 12,977
10 4.508 4.208 0.300 6.7% 0.108 2.4% 94% True False 13,452
20 4.726 4.208 0.518 11.5% 0.125 2.8% 54% False False 11,941
40 4.726 4.011 0.715 15.9% 0.123 2.7% 67% False False 10,594
60 4.726 4.011 0.715 15.9% 0.113 2.5% 67% False False 8,554
80 4.888 4.011 0.877 19.5% 0.113 2.5% 55% False False 7,071
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.780
2.618 4.676
1.618 4.612
1.000 4.572
0.618 4.548
HIGH 4.508
0.618 4.484
0.500 4.476
0.382 4.468
LOW 4.444
0.618 4.404
1.000 4.380
1.618 4.340
2.618 4.276
4.250 4.172
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 4.485 4.459
PP 4.480 4.428
S1 4.476 4.398

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

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