NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 4.730 4.900 0.170 3.6% 4.803
High 4.879 4.975 0.096 2.0% 4.975
Low 4.730 4.855 0.125 2.6% 4.723
Close 4.861 4.969 0.108 2.2% 4.969
Range 0.149 0.120 -0.029 -19.5% 0.252
ATR 0.102 0.103 0.001 1.3% 0.000
Volume 4,404 25,975 21,571 489.8% 52,241
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.293 5.251 5.035
R3 5.173 5.131 5.002
R2 5.053 5.053 4.991
R1 5.011 5.011 4.980 5.032
PP 4.933 4.933 4.933 4.944
S1 4.891 4.891 4.958 4.912
S2 4.813 4.813 4.947
S3 4.693 4.771 4.936
S4 4.573 4.651 4.903
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.645 5.559 5.108
R3 5.393 5.307 5.038
R2 5.141 5.141 5.015
R1 5.055 5.055 4.992 5.098
PP 4.889 4.889 4.889 4.911
S1 4.803 4.803 4.946 4.846
S2 4.637 4.637 4.923
S3 4.385 4.551 4.900
S4 4.133 4.299 4.830
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.975 4.723 0.252 5.1% 0.101 2.0% 98% True False 10,448
10 4.975 4.512 0.463 9.3% 0.097 2.0% 99% True False 8,742
20 4.975 4.451 0.524 10.5% 0.096 1.9% 99% True False 7,726
40 4.975 4.243 0.732 14.7% 0.106 2.1% 99% True False 6,751
60 4.975 4.243 0.732 14.7% 0.099 2.0% 99% True False 5,761
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 False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.485
2.618 5.289
1.618 5.169
1.000 5.095
0.618 5.049
HIGH 4.975
0.618 4.929
0.500 4.915
0.382 4.901
LOW 4.855
0.618 4.781
1.000 4.735
1.618 4.661
2.618 4.541
4.250 4.345
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 4.951 4.929
PP 4.933 4.889
S1 4.915 4.849

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

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