NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 4.468 4.515 0.047 1.1% 4.246
High 4.508 4.599 0.091 2.0% 4.451
Low 4.444 4.454 0.010 0.2% 4.208
Close 4.489 4.590 0.101 2.2% 4.405
Range 0.064 0.145 0.081 126.6% 0.243
ATR 0.118 0.120 0.002 1.6% 0.000
Volume 8,636 13,047 4,411 51.1% 79,919
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.983 4.931 4.670
R3 4.838 4.786 4.630
R2 4.693 4.693 4.617
R1 4.641 4.641 4.603 4.667
PP 4.548 4.548 4.548 4.561
S1 4.496 4.496 4.577 4.522
S2 4.403 4.403 4.563
S3 4.258 4.351 4.550
S4 4.113 4.206 4.510
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 4.599 4.287 0.312 6.8% 0.115 2.5% 97% True False 10,964
10 4.599 4.208 0.391 8.5% 0.111 2.4% 98% True False 13,755
20 4.726 4.208 0.518 11.3% 0.124 2.7% 74% False False 11,902
40 4.726 4.011 0.715 15.6% 0.123 2.7% 81% False False 10,826
60 4.726 4.011 0.715 15.6% 0.114 2.5% 81% False False 8,717
80 4.888 4.011 0.877 19.1% 0.113 2.5% 66% False False 7,227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.215
2.618 4.979
1.618 4.834
1.000 4.744
0.618 4.689
HIGH 4.599
0.618 4.544
0.500 4.527
0.382 4.509
LOW 4.454
0.618 4.364
1.000 4.309
1.618 4.219
2.618 4.074
4.250 3.838
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 4.569 4.546
PP 4.548 4.501
S1 4.527 4.457

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

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