NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 4.974 4.957 -0.017 -0.3% 5.142
High 5.005 4.988 -0.017 -0.3% 5.145
Low 4.927 4.917 -0.010 -0.2% 4.845
Close 4.967 4.922 -0.045 -0.9% 5.012
Range 0.078 0.071 -0.007 -9.0% 0.300
ATR 0.110 0.107 -0.003 -2.5% 0.000
Volume 5,208 5,454 246 4.7% 29,888
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.155 5.110 4.961
R3 5.084 5.039 4.942
R2 5.013 5.013 4.935
R1 4.968 4.968 4.929 4.955
PP 4.942 4.942 4.942 4.936
S1 4.897 4.897 4.915 4.884
S2 4.871 4.871 4.909
S3 4.800 4.826 4.902
S4 4.729 4.755 4.883
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.901 5.756 5.177
R3 5.601 5.456 5.095
R2 5.301 5.301 5.067
R1 5.156 5.156 5.040 5.079
PP 5.001 5.001 5.001 4.962
S1 4.856 4.856 4.985 4.779
S2 4.701 4.701 4.957
S3 4.401 4.556 4.930
S4 4.101 4.256 4.847
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.030 4.845 0.185 3.8% 0.105 2.1% 42% False False 5,500
10 5.145 4.845 0.300 6.1% 0.116 2.4% 26% False False 5,808
20 5.145 4.566 0.579 11.8% 0.108 2.2% 61% False False 4,664
40 5.145 4.511 0.634 12.9% 0.098 2.0% 65% False False 3,646
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.290
2.618 5.174
1.618 5.103
1.000 5.059
0.618 5.032
HIGH 4.988
0.618 4.961
0.500 4.953
0.382 4.944
LOW 4.917
0.618 4.873
1.000 4.846
1.618 4.802
2.618 4.731
4.250 4.615
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 4.953 4.974
PP 4.942 4.956
S1 4.932 4.939

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

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