NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 19-Apr-2011

Day Change Summary
	Previous	Current
	18-Apr-2011	19-Apr-2011	Change	Change %	Previous Week
Open	4.449	4.373	-0.076	-1.7%	4.292
High	4.500	4.496	-0.004	-0.1%	4.499
Low	4.337	4.363	0.026	0.6%	4.256
Close	4.373	4.481	0.108	2.5%	4.452
Range	0.163	0.133	-0.030	-18.4%	0.243
ATR	0.121	0.122	0.001	0.7%	0.000
Volume	14,522	14,208	-314	-2.2%	105,951

Daily Pivots for day following 19-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.846	4.796	4.554
R3	4.713	4.663	4.518
R2	4.580	4.580	4.505
R1	4.530	4.530	4.493	4.555
PP	4.447	4.447	4.447	4.459
S1	4.397	4.397	4.469	4.422
S2	4.314	4.314	4.457
S3	4.181	4.264	4.444
S4	4.048	4.131	4.408

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	4.0%	0.129	2.9%	89%	False	False	20,071
10	4.506	4.256	0.250	5.6%	0.114	2.6%	90%	False	False	19,612
20	4.770	4.256	0.514	11.5%	0.126	2.8%	44%	False	False	21,369
40	4.770	4.051	0.719	16.0%	0.124	2.8%	60%	False	False	18,786

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	0.029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.061
2.618	4.844
1.618	4.711
1.000	4.629
0.618	4.578
HIGH	4.496
0.618	4.445
0.500	4.430
0.382	4.414
LOW	4.363
0.618	4.281
1.000	4.230
1.618	4.148
2.618	4.015
4.250	3.798

Fisher Pivots for day following 19-Apr-2011
Pivot	1 day	3 day
R1	4.464	4.460
PP	4.447	4.439
S1	4.430	4.419

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