NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 5.020 5.000 -0.020 -0.4% 4.830
High 5.037 5.022 -0.015 -0.3% 5.009
Low 4.966 4.955 -0.011 -0.2% 4.750
Close 5.000 4.993 -0.007 -0.1% 5.002
Range 0.071 0.067 -0.004 -5.6% 0.259
ATR 0.099 0.097 -0.002 -2.3% 0.000
Volume 5,025 3,817 -1,208 -24.0% 16,825
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.191 5.159 5.030
R3 5.124 5.092 5.011
R2 5.057 5.057 5.005
R1 5.025 5.025 4.999 5.008
PP 4.990 4.990 4.990 4.981
S1 4.958 4.958 4.987 4.941
S2 4.923 4.923 4.981
S3 4.856 4.891 4.975
S4 4.789 4.824 4.956
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.697 5.609 5.144
R3 5.438 5.350 5.073
R2 5.179 5.179 5.049
R1 5.091 5.091 5.026 5.135
PP 4.920 4.920 4.920 4.943
S1 4.832 4.832 4.978 4.876
S2 4.661 4.661 4.955
S3 4.402 4.573 4.931
S4 4.143 4.314 4.860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.037 4.771 0.266 5.3% 0.082 1.6% 83% False False 4,509
10 5.037 4.750 0.287 5.7% 0.091 1.8% 85% False False 4,463
20 5.068 4.708 0.360 7.2% 0.099 2.0% 79% False False 4,979
40 5.145 4.511 0.634 12.7% 0.101 2.0% 76% False False 4,492
60 5.145 4.511 0.634 12.7% 0.094 1.9% 76% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.307
2.618 5.197
1.618 5.130
1.000 5.089
0.618 5.063
HIGH 5.022
0.618 4.996
0.500 4.989
0.382 4.981
LOW 4.955
0.618 4.914
1.000 4.888
1.618 4.847
2.618 4.780
4.250 4.670
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 4.992 4.985
PP 4.990 4.977
S1 4.989 4.969

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

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