NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 4.855 4.830 -0.025 -0.5% 4.745
High 4.880 4.901 0.021 0.4% 4.900
Low 4.816 4.750 -0.066 -1.4% 4.708
Close 4.860 4.782 -0.078 -1.6% 4.860
Range 0.064 0.151 0.087 135.9% 0.192
ATR 0.100 0.103 0.004 3.7% 0.000
Volume 8,347 3,121 -5,226 -62.6% 23,158
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.264 5.174 4.865
R3 5.113 5.023 4.824
R2 4.962 4.962 4.810
R1 4.872 4.872 4.796 4.842
PP 4.811 4.811 4.811 4.796
S1 4.721 4.721 4.768 4.691
S2 4.660 4.660 4.754
S3 4.509 4.570 4.740
S4 4.358 4.419 4.699
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.399 5.321 4.966
R3 5.207 5.129 4.913
R2 5.015 5.015 4.895
R1 4.937 4.937 4.878 4.976
PP 4.823 4.823 4.823 4.842
S1 4.745 4.745 4.842 4.784
S2 4.631 4.631 4.825
S3 4.439 4.553 4.807
S4 4.247 4.361 4.754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.901 4.750 0.151 3.2% 0.100 2.1% 21% True True 4,417
10 4.988 4.708 0.280 5.9% 0.094 2.0% 26% False False 4,827
20 5.145 4.708 0.437 9.1% 0.105 2.2% 17% False False 5,167
40 5.145 4.511 0.634 13.3% 0.105 2.2% 43% False False 4,155
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 0.030
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.543
2.618 5.296
1.618 5.145
1.000 5.052
0.618 4.994
HIGH 4.901
0.618 4.843
0.500 4.826
0.382 4.808
LOW 4.750
0.618 4.657
1.000 4.599
1.618 4.506
2.618 4.355
4.250 4.108
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 4.826 4.826
PP 4.811 4.811
S1 4.797 4.797

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

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