NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 4.934 4.820 -0.114 -2.3% 5.142
High 4.935 4.854 -0.081 -1.6% 5.145
Low 4.836 4.759 -0.077 -1.6% 4.845
Close 4.849 4.787 -0.062 -1.3% 5.012
Range 0.099 0.095 -0.004 -4.0% 0.300
ATR 0.107 0.106 -0.001 -0.8% 0.000
Volume 5,323 4,666 -657 -12.3% 29,888
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.085 5.031 4.839
R3 4.990 4.936 4.813
R2 4.895 4.895 4.804
R1 4.841 4.841 4.796 4.821
PP 4.800 4.800 4.800 4.790
S1 4.746 4.746 4.778 4.726
S2 4.705 4.705 4.770
S3 4.610 4.651 4.761
S4 4.515 4.556 4.735
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 4.759 0.271 5.7% 0.087 1.8% 10% False True 5,341
10 5.145 4.759 0.386 8.1% 0.118 2.5% 7% False True 5,754
20 5.145 4.582 0.563 11.8% 0.109 2.3% 36% False False 4,854
40 5.145 4.511 0.634 13.2% 0.099 2.1% 44% False False 3,743
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.258
2.618 5.103
1.618 5.008
1.000 4.949
0.618 4.913
HIGH 4.854
0.618 4.818
0.500 4.807
0.382 4.795
LOW 4.759
0.618 4.700
1.000 4.664
1.618 4.605
2.618 4.510
4.250 4.355
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 4.807 4.874
PP 4.800 4.845
S1 4.794 4.816

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

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