NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 4.634 4.591 -0.043 -0.9% 4.449
High 4.670 4.747 0.077 1.6% 4.638
Low 4.571 4.584 0.013 0.3% 4.337
Close 4.581 4.727 0.146 3.2% 4.630
Range 0.099 0.163 0.064 64.6% 0.301
ATR 0.113 0.117 0.004 3.4% 0.000
Volume 11,599 9,079 -2,520 -21.7% 68,446
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.175 5.114 4.817
R3 5.012 4.951 4.772
R2 4.849 4.849 4.757
R1 4.788 4.788 4.742 4.819
PP 4.686 4.686 4.686 4.701
S1 4.625 4.625 4.712 4.656
S2 4.523 4.523 4.697
S3 4.360 4.462 4.682
S4 4.197 4.299 4.637
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 4.747 4.517 0.230 4.9% 0.111 2.3% 91% True False 16,327
10 4.747 4.320 0.427 9.0% 0.116 2.5% 95% True False 18,339
20 4.747 4.256 0.491 10.4% 0.115 2.4% 96% True False 19,440
40 4.770 4.051 0.719 15.2% 0.121 2.6% 94% False False 18,840
60 4.770 4.051 0.719 15.2% 0.115 2.4% 94% False False 17,627
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.440
2.618 5.174
1.618 5.011
1.000 4.910
0.618 4.848
HIGH 4.747
0.618 4.685
0.500 4.666
0.382 4.646
LOW 4.584
0.618 4.483
1.000 4.421
1.618 4.320
2.618 4.157
4.250 3.891
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 4.707 4.704
PP 4.686 4.682
S1 4.666 4.659

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

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