NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 19-Apr-2011

Day Change Summary
	Previous	Current
	18-Apr-2011	19-Apr-2011	Change	Change %	Previous Week
Open	4.830	4.779	-0.051	-1.1%	4.745
High	4.901	4.876	-0.025	-0.5%	4.900
Low	4.750	4.771	0.021	0.4%	4.708
Close	4.782	4.865	0.083	1.7%	4.860
Range	0.151	0.105	-0.046	-30.5%	0.192
ATR	0.103	0.104	0.000	0.1%	0.000
Volume	3,121	5,115	1,994	63.9%	23,158

Daily Pivots for day following 19-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.152	5.114	4.923
R3	5.047	5.009	4.894
R2	4.942	4.942	4.884
R1	4.904	4.904	4.875	4.923
PP	4.837	4.837	4.837	4.847
S1	4.799	4.799	4.855	4.818
S2	4.732	4.732	4.846
S3	4.627	4.694	4.836
S4	4.522	4.589	4.807

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	3.1%	0.111	2.3%	76%	False	False	4,774
10	4.935	4.708	0.227	4.7%	0.098	2.0%	69%	False	False	4,793
20	5.145	4.708	0.437	9.0%	0.107	2.2%	36%	False	False	5,300
40	5.145	4.511	0.634	13.0%	0.105	2.2%	56%	False	False	4,258

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.322
2.618	5.151
1.618	5.046
1.000	4.981
0.618	4.941
HIGH	4.876
0.618	4.836
0.500	4.824
0.382	4.811
LOW	4.771
0.618	4.706
1.000	4.666
1.618	4.601
2.618	4.496
4.250	4.325

Fisher Pivots for day following 19-Apr-2011
Pivot	1 day	3 day
R1	4.851	4.852
PP	4.837	4.839
S1	4.824	4.826

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