NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 18-Apr-2011

Day Change Summary
	Previous	Current
	15-Apr-2011	18-Apr-2011	Change	Change %	Previous Week
Open	4.440	4.449	0.009	0.2%	4.292
High	4.473	4.500	0.027	0.6%	4.499
Low	4.405	4.337	-0.068	-1.5%	4.256
Close	4.452	4.373	-0.079	-1.8%	4.452
Range	0.068	0.163	0.095	139.7%	0.243
ATR	0.118	0.121	0.003	2.7%	0.000
Volume	30,549	14,522	-16,027	-52.5%	105,951

Daily Pivots for day following 18-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.892	4.796	4.463
R3	4.729	4.633	4.418
R2	4.566	4.566	4.403
R1	4.470	4.470	4.388	4.437
PP	4.403	4.403	4.403	4.387
S1	4.307	4.307	4.358	4.274
S2	4.240	4.240	4.343
S3	4.077	4.144	4.328
S4	3.914	3.981	4.283

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.131	5.035	4.586
R3	4.888	4.792	4.519
R2	4.645	4.645	4.497
R1	4.549	4.549	4.474	4.597
PP	4.402	4.402	4.402	4.427
S1	4.306	4.306	4.430	4.354
S2	4.159	4.159	4.407
S3	3.916	4.063	4.385
S4	3.673	3.820	4.318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.500	4.320	0.180	4.1%	0.118	2.7%	29%	True	False	20,744
10	4.575	4.256	0.319	7.3%	0.110	2.5%	37%	False	False	20,171
20	4.770	4.256	0.514	11.8%	0.124	2.8%	23%	False	False	21,537
40	4.770	4.051	0.719	16.4%	0.124	2.8%	45%	False	False	18,630

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.193
2.618	4.927
1.618	4.764
1.000	4.663
0.618	4.601
HIGH	4.500
0.618	4.438
0.500	4.419
0.382	4.399
LOW	4.337
0.618	4.236
1.000	4.174
1.618	4.073
2.618	3.910
4.250	3.644

Fisher Pivots for day following 18-Apr-2011
Pivot	1 day	3 day
R1	4.419	4.410
PP	4.403	4.398
S1	4.388	4.385

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