NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 4.847 4.824 -0.023 -0.5% 4.643
High 4.883 4.852 -0.031 -0.6% 4.850
Low 4.825 4.735 -0.090 -1.9% 4.571
Close 4.838 4.745 -0.093 -1.9% 4.844
Range 0.058 0.117 0.059 101.7% 0.279
ATR 0.112 0.112 0.000 0.3% 0.000
Volume 26,285 16,507 -9,778 -37.2% 96,124
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 5.128 5.054 4.809
R3 5.011 4.937 4.777
R2 4.894 4.894 4.766
R1 4.820 4.820 4.756 4.799
PP 4.777 4.777 4.777 4.767
S1 4.703 4.703 4.734 4.682
S2 4.660 4.660 4.724
S3 4.543 4.586 4.713
S4 4.426 4.469 4.681
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 4.584 0.300 6.3% 0.112 2.4% 54% False False 23,567
10 4.884 4.485 0.399 8.4% 0.102 2.1% 65% False False 20,865
20 4.884 4.256 0.628 13.2% 0.108 2.3% 78% False False 20,239
40 4.884 4.116 0.768 16.2% 0.119 2.5% 82% False False 20,021
60 4.884 4.051 0.833 17.6% 0.115 2.4% 83% False False 18,549
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.349
2.618 5.158
1.618 5.041
1.000 4.969
0.618 4.924
HIGH 4.852
0.618 4.807
0.500 4.794
0.382 4.780
LOW 4.735
0.618 4.663
1.000 4.618
1.618 4.546
2.618 4.429
4.250 4.238
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 4.794 4.810
PP 4.777 4.788
S1 4.761 4.767

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

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