NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 4.583 4.634 0.051 1.1% 4.449
High 4.653 4.670 0.017 0.4% 4.638
Low 4.571 4.571 0.000 0.0% 4.337
Close 4.616 4.581 -0.035 -0.8% 4.630
Range 0.082 0.099 0.017 20.7% 0.301
ATR 0.114 0.113 -0.001 -0.9% 0.000
Volume 15,254 11,599 -3,655 -24.0% 68,446
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.904 4.842 4.635
R3 4.805 4.743 4.608
R2 4.706 4.706 4.599
R1 4.644 4.644 4.590 4.626
PP 4.607 4.607 4.607 4.598
S1 4.545 4.545 4.572 4.527
S2 4.508 4.508 4.563
S3 4.409 4.446 4.554
S4 4.310 4.347 4.527
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 4.670 4.485 0.185 4.0% 0.091 2.0% 52% True False 18,163
10 4.670 4.320 0.350 7.6% 0.110 2.4% 75% True False 19,117
20 4.670 4.256 0.414 9.0% 0.112 2.4% 79% True False 20,133
40 4.770 4.051 0.719 15.7% 0.118 2.6% 74% False False 19,107
60 4.770 4.051 0.719 15.7% 0.113 2.5% 74% False False 17,695
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.091
2.618 4.929
1.618 4.830
1.000 4.769
0.618 4.731
HIGH 4.670
0.618 4.632
0.500 4.621
0.382 4.609
LOW 4.571
0.618 4.510
1.000 4.472
1.618 4.411
2.618 4.312
4.250 4.150
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 4.621 4.621
PP 4.607 4.607
S1 4.594 4.594

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

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