NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 4.643 4.583 -0.060 -1.3% 4.449
High 4.667 4.653 -0.014 -0.3% 4.638
Low 4.579 4.571 -0.008 -0.2% 4.337
Close 4.620 4.616 -0.004 -0.1% 4.630
Range 0.088 0.082 -0.006 -6.8% 0.301
ATR 0.117 0.114 -0.002 -2.1% 0.000
Volume 24,247 15,254 -8,993 -37.1% 68,446
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.859 4.820 4.661
R3 4.777 4.738 4.639
R2 4.695 4.695 4.631
R1 4.656 4.656 4.624 4.676
PP 4.613 4.613 4.613 4.623
S1 4.574 4.574 4.608 4.594
S2 4.531 4.531 4.601
S3 4.449 4.492 4.593
S4 4.367 4.410 4.571
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 4.363 0.304 6.6% 0.098 2.1% 83% False False 18,685
10 4.667 4.320 0.347 7.5% 0.108 2.3% 85% False False 19,714
20 4.689 4.256 0.433 9.4% 0.116 2.5% 83% False False 20,774
40 4.770 4.051 0.719 15.6% 0.120 2.6% 79% False False 19,246
60 4.770 4.051 0.719 15.6% 0.114 2.5% 79% False False 17,682
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.002
2.618 4.868
1.618 4.786
1.000 4.735
0.618 4.704
HIGH 4.653
0.618 4.622
0.500 4.612
0.382 4.602
LOW 4.571
0.618 4.520
1.000 4.489
1.618 4.438
2.618 4.356
4.250 4.223
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 4.615 4.608
PP 4.613 4.600
S1 4.612 4.592

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

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