NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 4.541 4.584 0.043 0.9% 4.403
High 4.609 4.620 0.011 0.2% 4.599
Low 4.525 4.529 0.004 0.1% 4.287
Close 4.572 4.537 -0.035 -0.8% 4.590
Range 0.084 0.091 0.007 8.3% 0.312
ATR 0.115 0.114 -0.002 -1.5% 0.000
Volume 9,339 5,408 -3,931 -42.1% 39,391
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.835 4.777 4.587
R3 4.744 4.686 4.562
R2 4.653 4.653 4.554
R1 4.595 4.595 4.545 4.579
PP 4.562 4.562 4.562 4.554
S1 4.504 4.504 4.529 4.488
S2 4.471 4.471 4.520
S3 4.380 4.413 4.512
S4 4.289 4.322 4.487
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 4.444 0.183 4.0% 0.095 2.1% 51% False False 9,702
10 4.627 4.275 0.352 7.8% 0.111 2.4% 74% False False 11,795
20 4.627 4.208 0.419 9.2% 0.112 2.5% 79% False False 11,891
40 4.726 4.011 0.715 15.8% 0.118 2.6% 74% False False 10,954
60 4.726 4.011 0.715 15.8% 0.113 2.5% 74% False False 9,011
80 4.888 4.011 0.877 19.3% 0.113 2.5% 60% False False 7,520
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 True
3BNR True
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 5.007
2.618 4.858
1.618 4.767
1.000 4.711
0.618 4.676
HIGH 4.620
0.618 4.585
0.500 4.575
0.382 4.564
LOW 4.529
0.618 4.473
1.000 4.438
1.618 4.382
2.618 4.291
4.250 4.142
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 4.575 4.576
PP 4.562 4.563
S1 4.550 4.550

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

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