NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 4.557 4.684 0.127 2.8% 4.602
High 4.710 4.815 0.105 2.2% 4.815
Low 4.537 4.677 0.140 3.1% 4.525
Close 4.689 4.809 0.120 2.6% 4.809
Range 0.173 0.138 -0.035 -20.2% 0.290
ATR 0.118 0.119 0.001 1.2% 0.000
Volume 5,300 15,821 10,521 198.5% 47,950
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.181 5.133 4.885
R3 5.043 4.995 4.847
R2 4.905 4.905 4.834
R1 4.857 4.857 4.822 4.881
PP 4.767 4.767 4.767 4.779
S1 4.719 4.719 4.796 4.743
S2 4.629 4.629 4.784
S3 4.491 4.581 4.771
S4 4.353 4.443 4.733
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.586 5.488 4.969
R3 5.296 5.198 4.889
R2 5.006 5.006 4.862
R1 4.908 4.908 4.836 4.957
PP 4.716 4.716 4.716 4.741
S1 4.618 4.618 4.782 4.667
S2 4.426 4.426 4.756
S3 4.136 4.328 4.729
S4 3.846 4.038 4.650
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.815 4.525 0.290 6.0% 0.115 2.4% 98% True False 9,590
10 4.815 4.287 0.528 11.0% 0.115 2.4% 99% True False 10,277
20 4.815 4.208 0.607 12.6% 0.111 2.3% 99% True False 12,078
40 4.815 4.011 0.804 16.7% 0.122 2.5% 99% True False 11,107
60 4.815 4.011 0.804 16.7% 0.116 2.4% 99% True False 9,263
80 4.888 4.011 0.877 18.2% 0.114 2.4% 91% False False 7,743
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 2 trading days
Fibonacci Retracements and Extensions
4.250 5.402
2.618 5.176
1.618 5.038
1.000 4.953
0.618 4.900
HIGH 4.815
0.618 4.762
0.500 4.746
0.382 4.730
LOW 4.677
0.618 4.592
1.000 4.539
1.618 4.454
2.618 4.316
4.250 4.091
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 4.788 4.763
PP 4.767 4.718
S1 4.746 4.672

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

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