NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 4.750 4.713 -0.037 -0.8% 4.899
High 4.775 4.745 -0.030 -0.6% 4.910
Low 4.679 4.670 -0.009 -0.2% 4.611
Close 4.725 4.678 -0.047 -1.0% 4.777
Range 0.096 0.075 -0.021 -21.9% 0.299
ATR 0.114 0.111 -0.003 -2.4% 0.000
Volume 10,871 5,988 -4,883 -44.9% 42,740
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.923 4.875 4.719
R3 4.848 4.800 4.699
R2 4.773 4.773 4.692
R1 4.725 4.725 4.685 4.712
PP 4.698 4.698 4.698 4.691
S1 4.650 4.650 4.671 4.637
S2 4.623 4.623 4.664
S3 4.548 4.575 4.657
S4 4.473 4.500 4.637
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.663 5.519 4.941
R3 5.364 5.220 4.859
R2 5.065 5.065 4.832
R1 4.921 4.921 4.804 4.844
PP 4.766 4.766 4.766 4.727
S1 4.622 4.622 4.750 4.545
S2 4.467 4.467 4.722
S3 4.168 4.323 4.695
S4 3.869 4.024 4.613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.807 4.611 0.196 4.2% 0.111 2.4% 34% False False 7,989
10 4.910 4.611 0.299 6.4% 0.119 2.6% 22% False False 8,482
20 4.910 4.307 0.603 12.9% 0.112 2.4% 62% False False 6,411
40 4.910 4.243 0.667 14.3% 0.100 2.1% 65% False False 5,230
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.030
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.064
2.618 4.941
1.618 4.866
1.000 4.820
0.618 4.791
HIGH 4.745
0.618 4.716
0.500 4.708
0.382 4.699
LOW 4.670
0.618 4.624
1.000 4.595
1.618 4.549
2.618 4.474
4.250 4.351
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 4.708 4.735
PP 4.698 4.716
S1 4.688 4.697

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

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