NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 4.684 4.725 0.041 0.9% 4.456
High 4.700 4.785 0.085 1.8% 4.663
Low 4.643 4.686 0.043 0.9% 4.451
Close 4.689 4.780 0.091 1.9% 4.622
Range 0.057 0.099 0.042 73.7% 0.212
ATR 0.103 0.103 0.000 -0.3% 0.000
Volume 5,711 6,441 730 12.8% 35,914
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.047 5.013 4.834
R3 4.948 4.914 4.807
R2 4.849 4.849 4.798
R1 4.815 4.815 4.789 4.832
PP 4.750 4.750 4.750 4.759
S1 4.716 4.716 4.771 4.733
S2 4.651 4.651 4.762
S3 4.552 4.617 4.753
S4 4.453 4.518 4.726
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 4.785 4.512 0.273 5.7% 0.093 1.9% 98% True False 7,035
10 4.785 4.451 0.334 7.0% 0.093 2.0% 99% True False 6,573
20 4.910 4.451 0.459 9.6% 0.106 2.2% 72% False False 7,297
40 4.910 4.243 0.667 14.0% 0.107 2.2% 81% False False 6,235
60 4.910 4.243 0.667 14.0% 0.097 2.0% 81% False False 5,193
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 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.206
2.618 5.044
1.618 4.945
1.000 4.884
0.618 4.846
HIGH 4.785
0.618 4.747
0.500 4.736
0.382 4.724
LOW 4.686
0.618 4.625
1.000 4.587
1.618 4.526
2.618 4.427
4.250 4.265
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 4.765 4.744
PP 4.750 4.707
S1 4.736 4.671

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

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