NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 05-Apr-2011

Day Change Summary
	Previous	Current
	04-Apr-2011	05-Apr-2011	Change	Change %	Previous Week
Open	4.566	4.532	-0.034	-0.7%	4.743
High	4.610	4.575	-0.035	-0.8%	4.770
Low	4.498	4.489	-0.009	-0.2%	4.448
Close	4.548	4.497	-0.051	-1.1%	4.612
Range	0.112	0.086	-0.026	-23.2%	0.322
ATR	0.131	0.128	-0.003	-2.4%	0.000
Volume	20,624	19,792	-832	-4.0%	122,100

Daily Pivots for day following 05-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.778	4.724	4.544
R3	4.692	4.638	4.521
R2	4.606	4.606	4.513
R1	4.552	4.552	4.505	4.536
PP	4.520	4.520	4.520	4.513
S1	4.466	4.466	4.489	4.450
S2	4.434	4.434	4.481
S3	4.348	4.380	4.473
S4	4.262	4.294	4.450

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	4.659	4.448	0.211	4.7%	0.127	2.8%	23%	False	False	23,143
10	4.770	4.448	0.322	7.2%	0.138	3.1%	15%	False	False	23,126
20	4.770	4.116	0.654	14.5%	0.130	2.9%	58%	False	False	19,804
40	4.770	4.051	0.719	16.0%	0.118	2.6%	62%	False	False	17,705

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.029
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4.941
2.618	4.800
1.618	4.714
1.000	4.661
0.618	4.628
HIGH	4.575
0.618	4.542
0.500	4.532
0.382	4.522
LOW	4.489
0.618	4.436
1.000	4.403
1.618	4.350
2.618	4.264
4.250	4.124

Fisher Pivots for day following 05-Apr-2011
Pivot	1 day	3 day
R1	4.532	4.574
PP	4.520	4.548
S1	4.509	4.523

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols