NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 4.373 4.510 0.137 3.1% 4.292
High 4.496 4.552 0.056 1.2% 4.499
Low 4.363 4.485 0.122 2.8% 4.256
Close 4.481 4.531 0.050 1.1% 4.452
Range 0.133 0.067 -0.066 -49.6% 0.243
ATR 0.122 0.119 -0.004 -3.0% 0.000
Volume 14,208 18,258 4,050 28.5% 105,951
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.724 4.694 4.568
R3 4.657 4.627 4.549
R2 4.590 4.590 4.543
R1 4.560 4.560 4.537 4.575
PP 4.523 4.523 4.523 4.530
S1 4.493 4.493 4.525 4.508
S2 4.456 4.456 4.519
S3 4.389 4.426 4.513
S4 4.322 4.359 4.494
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 4.552 4.320 0.232 5.1% 0.122 2.7% 91% True False 20,352
10 4.552 4.256 0.296 6.5% 0.110 2.4% 93% True False 19,784
20 4.770 4.256 0.514 11.3% 0.126 2.8% 54% False False 21,401
40 4.770 4.051 0.719 15.9% 0.123 2.7% 67% False False 19,040
60 4.770 4.051 0.719 15.9% 0.114 2.5% 67% False False 17,452
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 0.030
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.837
2.618 4.727
1.618 4.660
1.000 4.619
0.618 4.593
HIGH 4.552
0.618 4.526
0.500 4.519
0.382 4.511
LOW 4.485
0.618 4.444
1.000 4.418
1.618 4.377
2.618 4.310
4.250 4.200
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 4.527 4.502
PP 4.523 4.473
S1 4.519 4.445

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

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