NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 4.496 4.456 -0.040 -0.9% 4.750
High 4.518 4.576 0.058 1.3% 4.775
Low 4.469 4.451 -0.018 -0.4% 4.469
Close 4.494 4.556 0.062 1.4% 4.494
Range 0.049 0.125 0.076 155.1% 0.306
ATR 0.106 0.107 0.001 1.3% 0.000
Volume 8,445 4,771 -3,674 -43.5% 35,467
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.903 4.854 4.625
R3 4.778 4.729 4.590
R2 4.653 4.653 4.579
R1 4.604 4.604 4.567 4.629
PP 4.528 4.528 4.528 4.540
S1 4.479 4.479 4.545 4.504
S2 4.403 4.403 4.533
S3 4.278 4.354 4.522
S4 4.153 4.229 4.487
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.497 5.302 4.662
R3 5.191 4.996 4.578
R2 4.885 4.885 4.550
R1 4.690 4.690 4.522 4.635
PP 4.579 4.579 4.579 4.552
S1 4.384 4.384 4.466 4.329
S2 4.273 4.273 4.438
S3 3.967 4.078 4.410
S4 3.661 3.772 4.326
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.745 4.451 0.294 6.5% 0.091 2.0% 36% False True 5,873
10 4.825 4.451 0.374 8.2% 0.110 2.4% 28% False True 7,454
20 4.910 4.345 0.565 12.4% 0.112 2.5% 37% False False 6,755
40 4.910 4.243 0.667 14.6% 0.103 2.3% 47% False False 5,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.107
2.618 4.903
1.618 4.778
1.000 4.701
0.618 4.653
HIGH 4.576
0.618 4.528
0.500 4.514
0.382 4.499
LOW 4.451
0.618 4.374
1.000 4.326
1.618 4.249
2.618 4.124
4.250 3.920
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 4.542 4.547
PP 4.528 4.538
S1 4.514 4.529

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

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