NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 4.658 4.566 -0.092 -2.0% 4.743
High 4.658 4.610 -0.048 -1.0% 4.770
Low 4.540 4.498 -0.042 -0.9% 4.448
Close 4.612 4.548 -0.064 -1.4% 4.612
Range 0.118 0.112 -0.006 -5.1% 0.322
ATR 0.132 0.131 -0.001 -1.0% 0.000
Volume 31,894 20,624 -11,270 -35.3% 122,100
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.888 4.830 4.610
R3 4.776 4.718 4.579
R2 4.664 4.664 4.569
R1 4.606 4.606 4.558 4.579
PP 4.552 4.552 4.552 4.539
S1 4.494 4.494 4.538 4.467
S2 4.440 4.440 4.527
S3 4.328 4.382 4.517
S4 4.216 4.270 4.486
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 4.689 4.448 0.241 5.3% 0.148 3.2% 41% False False 24,070
10 4.770 4.448 0.322 7.1% 0.137 3.0% 31% False False 22,903
20 4.770 4.116 0.654 14.4% 0.132 2.9% 66% False False 19,616
40 4.770 4.051 0.719 15.8% 0.119 2.6% 69% False False 17,551
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 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.086
2.618 4.903
1.618 4.791
1.000 4.722
0.618 4.679
HIGH 4.610
0.618 4.567
0.500 4.554
0.382 4.541
LOW 4.498
0.618 4.429
1.000 4.386
1.618 4.317
2.618 4.205
4.250 4.022
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 4.554 4.554
PP 4.552 4.552
S1 4.550 4.550

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

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