NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 4.605 4.658 0.053 1.2% 4.743
High 4.659 4.658 -0.001 0.0% 4.770
Low 4.448 4.540 0.092 2.1% 4.448
Close 4.617 4.612 -0.005 -0.1% 4.612
Range 0.211 0.118 -0.093 -44.1% 0.322
ATR 0.133 0.132 -0.001 -0.8% 0.000
Volume 20,482 31,894 11,412 55.7% 122,100
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.957 4.903 4.677
R3 4.839 4.785 4.644
R2 4.721 4.721 4.634
R1 4.667 4.667 4.623 4.635
PP 4.603 4.603 4.603 4.588
S1 4.549 4.549 4.601 4.517
S2 4.485 4.485 4.590
S3 4.367 4.431 4.580
S4 4.249 4.313 4.547
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.576 5.416 4.789
R3 5.254 5.094 4.701
R2 4.932 4.932 4.671
R1 4.772 4.772 4.642 4.691
PP 4.610 4.610 4.610 4.570
S1 4.450 4.450 4.582 4.369
S2 4.288 4.288 4.553
S3 3.966 4.128 4.523
S4 3.644 3.806 4.435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.770 4.448 0.322 7.0% 0.151 3.3% 51% False False 24,420
10 4.770 4.448 0.322 7.0% 0.136 3.0% 51% False False 22,316
20 4.770 4.053 0.717 15.5% 0.134 2.9% 78% False False 19,157
40 4.770 4.051 0.719 15.6% 0.118 2.6% 78% False False 17,431
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.160
2.618 4.967
1.618 4.849
1.000 4.776
0.618 4.731
HIGH 4.658
0.618 4.613
0.500 4.599
0.382 4.585
LOW 4.540
0.618 4.467
1.000 4.422
1.618 4.349
2.618 4.231
4.250 4.039
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 4.608 4.593
PP 4.603 4.573
S1 4.599 4.554

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

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