NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 4.395 4.330 -0.065 -1.5% 4.566
High 4.423 4.330 -0.093 -2.1% 4.610
Low 4.306 4.280 -0.026 -0.6% 4.280
Close 4.327 4.308 -0.019 -0.4% 4.308
Range 0.117 0.050 -0.067 -57.3% 0.330
ATR 0.125 0.120 -0.005 -4.3% 0.000
Volume 13,826 31,076 17,250 124.8% 101,863
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.456 4.432 4.336
R3 4.406 4.382 4.322
R2 4.356 4.356 4.317
R1 4.332 4.332 4.313 4.319
PP 4.306 4.306 4.306 4.300
S1 4.282 4.282 4.303 4.269
S2 4.256 4.256 4.299
S3 4.206 4.232 4.294
S4 4.156 4.182 4.281
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.389 5.179 4.490
R3 5.059 4.849 4.399
R2 4.729 4.729 4.369
R1 4.519 4.519 4.338 4.459
PP 4.399 4.399 4.399 4.370
S1 4.189 4.189 4.278 4.129
S2 4.069 4.069 4.248
S3 3.739 3.859 4.217
S4 3.409 3.529 4.127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.610 4.280 0.330 7.7% 0.094 2.2% 8% False True 20,372
10 4.770 4.280 0.490 11.4% 0.122 2.8% 6% False True 22,396
20 4.770 4.140 0.630 14.6% 0.127 3.0% 27% False False 20,345
40 4.770 4.051 0.719 16.7% 0.117 2.7% 36% False False 17,866
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 0.026
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4.543
2.618 4.461
1.618 4.411
1.000 4.380
0.618 4.361
HIGH 4.330
0.618 4.311
0.500 4.305
0.382 4.299
LOW 4.280
0.618 4.249
1.000 4.230
1.618 4.199
2.618 4.149
4.250 4.068
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 4.307 4.393
PP 4.306 4.365
S1 4.305 4.336

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

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