NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 4.797 4.812 0.015 0.3% 4.974
High 4.858 4.900 0.042 0.9% 5.005
Low 4.774 4.750 -0.024 -0.5% 4.728
Close 4.831 4.861 0.030 0.6% 4.754
Range 0.084 0.150 0.066 78.6% 0.277
ATR 0.099 0.102 0.004 3.7% 0.000
Volume 3,560 3,730 170 4.8% 27,204
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.287 5.224 4.944
R3 5.137 5.074 4.902
R2 4.987 4.987 4.889
R1 4.924 4.924 4.875 4.956
PP 4.837 4.837 4.837 4.853
S1 4.774 4.774 4.847 4.806
S2 4.687 4.687 4.834
S3 4.537 4.624 4.820
S4 4.387 4.474 4.779
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 4.900 4.708 0.192 3.9% 0.092 1.9% 80% True False 4,272
10 5.030 4.708 0.322 6.6% 0.090 1.8% 48% False False 4,807
20 5.145 4.708 0.437 9.0% 0.103 2.1% 35% False False 5,120
40 5.145 4.511 0.634 13.0% 0.102 2.1% 55% False False 3,981
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 0.024
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.538
2.618 5.293
1.618 5.143
1.000 5.050
0.618 4.993
HIGH 4.900
0.618 4.843
0.500 4.825
0.382 4.807
LOW 4.750
0.618 4.657
1.000 4.600
1.618 4.507
2.618 4.357
4.250 4.113
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 4.849 4.849
PP 4.837 4.837
S1 4.825 4.825

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

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