NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 4.713 4.667 -0.046 -1.0% 4.899
High 4.745 4.684 -0.061 -1.3% 4.910
Low 4.670 4.586 -0.084 -1.8% 4.611
Close 4.678 4.602 -0.076 -1.6% 4.777
Range 0.075 0.098 0.023 30.7% 0.299
ATR 0.111 0.110 -0.001 -0.9% 0.000
Volume 5,988 4,483 -1,505 -25.1% 42,740
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.918 4.858 4.656
R3 4.820 4.760 4.629
R2 4.722 4.722 4.620
R1 4.662 4.662 4.611 4.643
PP 4.624 4.624 4.624 4.615
S1 4.564 4.564 4.593 4.545
S2 4.526 4.526 4.584
S3 4.428 4.466 4.575
S4 4.330 4.368 4.548
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 4.586 0.221 4.8% 0.113 2.5% 7% False True 7,424
10 4.910 4.586 0.324 7.0% 0.122 2.7% 5% False True 8,383
20 4.910 4.307 0.603 13.1% 0.113 2.5% 49% False False 6,285
40 4.910 4.243 0.667 14.5% 0.101 2.2% 54% False False 5,237
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 0.028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.101
2.618 4.941
1.618 4.843
1.000 4.782
0.618 4.745
HIGH 4.684
0.618 4.647
0.500 4.635
0.382 4.623
LOW 4.586
0.618 4.525
1.000 4.488
1.618 4.427
2.618 4.329
4.250 4.170
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 4.635 4.681
PP 4.624 4.654
S1 4.613 4.628

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

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