NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 4.591 4.720 0.129 2.8% 4.643
High 4.747 4.850 0.103 2.2% 4.850
Low 4.584 4.715 0.131 2.9% 4.571
Close 4.727 4.844 0.117 2.5% 4.844
Range 0.163 0.135 -0.028 -17.2% 0.279
ATR 0.117 0.118 0.001 1.1% 0.000
Volume 9,079 35,945 26,866 295.9% 96,124
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.208 5.161 4.918
R3 5.073 5.026 4.881
R2 4.938 4.938 4.869
R1 4.891 4.891 4.856 4.915
PP 4.803 4.803 4.803 4.815
S1 4.756 4.756 4.832 4.780
S2 4.668 4.668 4.819
S3 4.533 4.621 4.807
S4 4.398 4.486 4.770
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.592 5.497 4.997
R3 5.313 5.218 4.921
R2 5.034 5.034 4.895
R1 4.939 4.939 4.870 4.987
PP 4.755 4.755 4.755 4.779
S1 4.660 4.660 4.818 4.708
S2 4.476 4.476 4.793
S3 4.197 4.381 4.767
S4 3.918 4.102 4.691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.850 4.571 0.279 5.8% 0.113 2.3% 98% True False 19,224
10 4.850 4.337 0.513 10.6% 0.112 2.3% 99% True False 19,511
20 4.850 4.256 0.594 12.3% 0.111 2.3% 99% True False 20,213
40 4.850 4.051 0.799 16.5% 0.122 2.5% 99% True False 19,274
60 4.850 4.051 0.799 16.5% 0.116 2.4% 99% True False 18,025
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 False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.424
2.618 5.203
1.618 5.068
1.000 4.985
0.618 4.933
HIGH 4.850
0.618 4.798
0.500 4.783
0.382 4.767
LOW 4.715
0.618 4.632
1.000 4.580
1.618 4.497
2.618 4.362
4.250 4.141
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 4.824 4.800
PP 4.803 4.755
S1 4.783 4.711

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

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