NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 11-Apr-2011

Day Change Summary
	Previous	Current
	08-Apr-2011	11-Apr-2011	Change	Change %	Previous Week
Open	4.775	4.745	-0.030	-0.6%	4.974
High	4.783	4.829	0.046	1.0%	5.005
Low	4.728	4.708	-0.020	-0.4%	4.728
Close	4.754	4.813	0.059	1.2%	4.754
Range	0.055	0.121	0.066	120.0%	0.277
ATR	0.102	0.104	0.001	1.3%	0.000
Volume	6,553	4,193	-2,360	-36.0%	27,204

Daily Pivots for day following 11-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.146	5.101	4.880
R3	5.025	4.980	4.846
R2	4.904	4.904	4.835
R1	4.859	4.859	4.824	4.882
PP	4.783	4.783	4.783	4.795
S1	4.738	4.738	4.802	4.761
S2	4.662	4.662	4.791
S3	4.541	4.617	4.780
S4	4.420	4.496	4.746

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.660	5.484	4.906
R3	5.383	5.207	4.830
R2	5.106	5.106	4.805
R1	4.930	4.930	4.779	4.880
PP	4.829	4.829	4.829	4.804
S1	4.653	4.653	4.729	4.603
S2	4.552	4.552	4.703
S3	4.275	4.376	4.678
S4	3.998	4.099	4.602

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.988	4.708	0.280	5.8%	0.088	1.8%	38%	False	True	5,237
10	5.068	4.708	0.360	7.5%	0.107	2.2%	29%	False	True	5,495
20	5.145	4.613	0.532	11.1%	0.108	2.2%	38%	False	False	5,103
40	5.145	4.511	0.634	13.2%	0.100	2.1%	48%	False	False	3,903

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5.343
2.618	5.146
1.618	5.025
1.000	4.950
0.618	4.904
HIGH	4.829
0.618	4.783
0.500	4.769
0.382	4.754
LOW	4.708
0.618	4.633
1.000	4.587
1.618	4.512
2.618	4.391
4.250	4.194

Fisher Pivots for day following 11-Apr-2011
Pivot	1 day	3 day
R1	4.798	4.802
PP	4.783	4.792
S1	4.769	4.781

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols