NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 4.515 4.602 0.087 1.9% 4.403
High 4.599 4.627 0.028 0.6% 4.599
Low 4.454 4.537 0.083 1.9% 4.287
Close 4.590 4.578 -0.012 -0.3% 4.590
Range 0.145 0.090 -0.055 -37.9% 0.312
ATR 0.120 0.118 -0.002 -1.8% 0.000
Volume 13,047 12,082 -965 -7.4% 39,391
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.851 4.804 4.628
R3 4.761 4.714 4.603
R2 4.671 4.671 4.595
R1 4.624 4.624 4.586 4.603
PP 4.581 4.581 4.581 4.570
S1 4.534 4.534 4.570 4.513
S2 4.491 4.491 4.562
S3 4.401 4.444 4.553
S4 4.311 4.354 4.529
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.428 5.321 4.762
R3 5.116 5.009 4.676
R2 4.804 4.804 4.647
R1 4.697 4.697 4.619 4.751
PP 4.492 4.492 4.492 4.519
S1 4.385 4.385 4.561 4.439
S2 4.180 4.180 4.533
S3 3.868 4.073 4.504
S4 3.556 3.761 4.418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.627 4.287 0.340 7.4% 0.120 2.6% 86% True False 10,294
10 4.627 4.208 0.419 9.2% 0.115 2.5% 88% True False 13,139
20 4.726 4.208 0.518 11.3% 0.119 2.6% 71% False False 12,012
40 4.726 4.011 0.715 15.6% 0.121 2.6% 79% False False 10,961
60 4.726 4.011 0.715 15.6% 0.114 2.5% 79% False False 8,849
80 4.888 4.011 0.877 19.2% 0.113 2.5% 65% False False 7,358
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 True
Stretch 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.010
2.618 4.863
1.618 4.773
1.000 4.717
0.618 4.683
HIGH 4.627
0.618 4.593
0.500 4.582
0.382 4.571
LOW 4.537
0.618 4.481
1.000 4.447
1.618 4.391
2.618 4.301
4.250 4.155
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 4.582 4.564
PP 4.581 4.550
S1 4.579 4.536

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

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