NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 4.535 4.643 0.108 2.4% 4.449
High 4.638 4.667 0.029 0.6% 4.638
Low 4.517 4.579 0.062 1.4% 4.337
Close 4.630 4.620 -0.010 -0.2% 4.630
Range 0.121 0.088 -0.033 -27.3% 0.301
ATR 0.119 0.117 -0.002 -1.8% 0.000
Volume 21,458 24,247 2,789 13.0% 68,446
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.886 4.841 4.668
R3 4.798 4.753 4.644
R2 4.710 4.710 4.636
R1 4.665 4.665 4.628 4.644
PP 4.622 4.622 4.622 4.611
S1 4.577 4.577 4.612 4.556
S2 4.534 4.534 4.604
S3 4.446 4.489 4.596
S4 4.358 4.401 4.572
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.438 5.335 4.796
R3 5.137 5.034 4.713
R2 4.836 4.836 4.685
R1 4.733 4.733 4.658 4.785
PP 4.535 4.535 4.535 4.561
S1 4.432 4.432 4.602 4.484
S2 4.234 4.234 4.575
S3 3.933 4.131 4.547
S4 3.632 3.830 4.464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.667 4.337 0.330 7.1% 0.114 2.5% 86% True False 18,538
10 4.667 4.256 0.411 8.9% 0.115 2.5% 89% True False 19,864
20 4.770 4.256 0.514 11.1% 0.119 2.6% 71% False False 21,130
40 4.770 4.051 0.719 15.6% 0.121 2.6% 79% False False 19,264
60 4.770 4.051 0.719 15.6% 0.114 2.5% 79% False False 17,658
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.041
2.618 4.897
1.618 4.809
1.000 4.755
0.618 4.721
HIGH 4.667
0.618 4.633
0.500 4.623
0.382 4.613
LOW 4.579
0.618 4.525
1.000 4.491
1.618 4.437
2.618 4.349
4.250 4.205
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 4.623 4.605
PP 4.622 4.591
S1 4.621 4.576

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

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