NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 4.556 4.684 0.128 2.8% 4.456
High 4.650 4.700 0.050 1.1% 4.663
Low 4.556 4.643 0.087 1.9% 4.451
Close 4.638 4.689 0.051 1.1% 4.622
Range 0.094 0.057 -0.037 -39.4% 0.212
ATR 0.106 0.103 -0.003 -3.0% 0.000
Volume 6,497 5,711 -786 -12.1% 35,914
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.848 4.826 4.720
R3 4.791 4.769 4.705
R2 4.734 4.734 4.699
R1 4.712 4.712 4.694 4.723
PP 4.677 4.677 4.677 4.683
S1 4.655 4.655 4.684 4.666
S2 4.620 4.620 4.679
S3 4.563 4.598 4.673
S4 4.506 4.541 4.658
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.215 5.130 4.739
R3 5.003 4.918 4.680
R2 4.791 4.791 4.661
R1 4.706 4.706 4.641 4.749
PP 4.579 4.579 4.579 4.600
S1 4.494 4.494 4.603 4.537
S2 4.367 4.367 4.583
S3 4.155 4.282 4.564
S4 3.943 4.070 4.505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.700 4.504 0.196 4.2% 0.105 2.2% 94% True False 7,158
10 4.700 4.451 0.249 5.3% 0.095 2.0% 96% True False 6,497
20 4.910 4.451 0.459 9.8% 0.108 2.3% 52% False False 7,440
40 4.910 4.243 0.667 14.2% 0.106 2.3% 67% False False 6,148
60 4.910 4.243 0.667 14.2% 0.097 2.1% 67% False False 5,150
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.022
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.942
2.618 4.849
1.618 4.792
1.000 4.757
0.618 4.735
HIGH 4.700
0.618 4.678
0.500 4.672
0.382 4.665
LOW 4.643
0.618 4.608
1.000 4.586
1.618 4.551
2.618 4.494
4.250 4.401
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 4.683 4.661
PP 4.677 4.634
S1 4.672 4.606

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

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