NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 4.720 4.835 0.115 2.4% 4.643
High 4.850 4.884 0.034 0.7% 4.850
Low 4.715 4.796 0.081 1.7% 4.571
Close 4.844 4.855 0.011 0.2% 4.844
Range 0.135 0.088 -0.047 -34.8% 0.279
ATR 0.118 0.116 -0.002 -1.8% 0.000
Volume 35,945 30,022 -5,923 -16.5% 96,124
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 5.109 5.070 4.903
R3 5.021 4.982 4.879
R2 4.933 4.933 4.871
R1 4.894 4.894 4.863 4.914
PP 4.845 4.845 4.845 4.855
S1 4.806 4.806 4.847 4.826
S2 4.757 4.757 4.839
S3 4.669 4.718 4.831
S4 4.581 4.630 4.807
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 4.884 4.571 0.313 6.4% 0.113 2.3% 91% True False 20,379
10 4.884 4.337 0.547 11.3% 0.114 2.3% 95% True False 19,459
20 4.884 4.256 0.628 12.9% 0.109 2.2% 95% True False 20,120
40 4.884 4.053 0.831 17.1% 0.122 2.5% 97% True False 19,638
60 4.884 4.051 0.833 17.2% 0.115 2.4% 97% True False 18,327
Crabel Price Patterns
NR True
NR4 True
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 0.023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.258
2.618 5.114
1.618 5.026
1.000 4.972
0.618 4.938
HIGH 4.884
0.618 4.850
0.500 4.840
0.382 4.830
LOW 4.796
0.618 4.742
1.000 4.708
1.618 4.654
2.618 4.566
4.250 4.422
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 4.850 4.815
PP 4.845 4.774
S1 4.840 4.734

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

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