NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 4.725 4.803 0.078 1.7% 4.603
High 4.785 4.816 0.031 0.6% 4.785
Low 4.686 4.740 0.054 1.2% 4.512
Close 4.780 4.773 -0.007 -0.1% 4.780
Range 0.099 0.076 -0.023 -23.2% 0.273
ATR 0.103 0.101 -0.002 -1.9% 0.000
Volume 6,441 10,758 4,317 67.0% 21,372
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.004 4.965 4.815
R3 4.928 4.889 4.794
R2 4.852 4.852 4.787
R1 4.813 4.813 4.780 4.795
PP 4.776 4.776 4.776 4.767
S1 4.737 4.737 4.766 4.719
S2 4.700 4.700 4.759
S3 4.624 4.661 4.752
S4 4.548 4.585 4.731
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.511 5.419 4.930
R3 5.238 5.146 4.855
R2 4.965 4.965 4.830
R1 4.873 4.873 4.805 4.919
PP 4.692 4.692 4.692 4.716
S1 4.600 4.600 4.755 4.646
S2 4.419 4.419 4.730
S3 4.146 4.327 4.705
S4 3.873 4.054 4.630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.816 4.512 0.304 6.4% 0.095 2.0% 86% True False 6,426
10 4.816 4.451 0.365 7.6% 0.096 2.0% 88% True False 6,804
20 4.910 4.451 0.459 9.6% 0.102 2.1% 70% False False 7,312
40 4.910 4.243 0.667 14.0% 0.105 2.2% 79% False False 6,365
60 4.910 4.243 0.667 14.0% 0.096 2.0% 79% False False 5,286
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.139
2.618 5.015
1.618 4.939
1.000 4.892
0.618 4.863
HIGH 4.816
0.618 4.787
0.500 4.778
0.382 4.769
LOW 4.740
0.618 4.693
1.000 4.664
1.618 4.617
2.618 4.541
4.250 4.417
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 4.778 4.759
PP 4.776 4.744
S1 4.775 4.730

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

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