NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 4.762 4.807 0.045 0.9% 4.603
High 4.799 4.810 0.011 0.2% 4.785
Low 4.724 4.723 -0.001 0.0% 4.512
Close 4.767 4.730 -0.037 -0.8% 4.780
Range 0.075 0.087 0.012 16.0% 0.273
ATR 0.099 0.098 -0.001 -0.9% 0.000
Volume 6,035 5,069 -966 -16.0% 21,372
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.015 4.960 4.778
R3 4.928 4.873 4.754
R2 4.841 4.841 4.746
R1 4.786 4.786 4.738 4.770
PP 4.754 4.754 4.754 4.747
S1 4.699 4.699 4.722 4.683
S2 4.667 4.667 4.714
S3 4.580 4.612 4.706
S4 4.493 4.525 4.682
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 4.643 0.173 3.7% 0.079 1.7% 50% False False 6,802
10 4.816 4.504 0.312 6.6% 0.094 2.0% 72% False False 6,913
20 4.816 4.451 0.365 7.7% 0.097 2.0% 76% False False 6,885
40 4.910 4.243 0.667 14.1% 0.102 2.2% 73% False False 6,365
60 4.910 4.243 0.667 14.1% 0.096 2.0% 73% False False 5,349
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.180
2.618 5.038
1.618 4.951
1.000 4.897
0.618 4.864
HIGH 4.810
0.618 4.777
0.500 4.767
0.382 4.756
LOW 4.723
0.618 4.669
1.000 4.636
1.618 4.582
2.618 4.495
4.250 4.353
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 4.767 4.770
PP 4.754 4.756
S1 4.742 4.743

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

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