NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 4.684 4.808 0.124 2.6% 4.602
High 4.815 4.850 0.035 0.7% 4.815
Low 4.677 4.758 0.081 1.7% 4.525
Close 4.809 4.819 0.010 0.2% 4.809
Range 0.138 0.092 -0.046 -33.3% 0.290
ATR 0.119 0.117 -0.002 -1.6% 0.000
Volume 15,821 15,620 -201 -1.3% 47,950
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 5.085 5.044 4.870
R3 4.993 4.952 4.844
R2 4.901 4.901 4.836
R1 4.860 4.860 4.827 4.881
PP 4.809 4.809 4.809 4.819
S1 4.768 4.768 4.811 4.789
S2 4.717 4.717 4.802
S3 4.625 4.676 4.794
S4 4.533 4.584 4.768
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 4.850 4.525 0.325 6.7% 0.116 2.4% 90% True False 10,297
10 4.850 4.287 0.563 11.7% 0.118 2.4% 94% True False 10,296
20 4.850 4.208 0.642 13.3% 0.110 2.3% 95% True False 12,073
40 4.850 4.012 0.838 17.4% 0.122 2.5% 96% True False 11,225
60 4.850 4.011 0.839 17.4% 0.115 2.4% 96% True False 9,472
80 4.888 4.011 0.877 18.2% 0.114 2.4% 92% False False 7,903
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.241
2.618 5.091
1.618 4.999
1.000 4.942
0.618 4.907
HIGH 4.850
0.618 4.815
0.500 4.804
0.382 4.793
LOW 4.758
0.618 4.701
1.000 4.666
1.618 4.609
2.618 4.517
4.250 4.367
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 4.814 4.777
PP 4.809 4.735
S1 4.804 4.694

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

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