NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 5.000 5.011 0.011 0.2% 4.830
High 5.022 5.039 0.017 0.3% 5.009
Low 4.955 4.945 -0.010 -0.2% 4.750
Close 4.993 4.954 -0.039 -0.8% 5.002
Range 0.067 0.094 0.027 40.3% 0.259
ATR 0.097 0.097 0.000 -0.2% 0.000
Volume 3,817 3,852 35 0.9% 16,825
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.261 5.202 5.006
R3 5.167 5.108 4.980
R2 5.073 5.073 4.971
R1 5.014 5.014 4.963 4.997
PP 4.979 4.979 4.979 4.971
S1 4.920 4.920 4.945 4.903
S2 4.885 4.885 4.937
S3 4.791 4.826 4.928
S4 4.697 4.732 4.902
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 5.039 4.868 0.171 3.5% 0.080 1.6% 50% True False 4,256
10 5.039 4.750 0.289 5.8% 0.095 1.9% 71% True False 4,515
20 5.039 4.708 0.331 6.7% 0.095 1.9% 74% True False 4,836
40 5.145 4.511 0.634 12.8% 0.099 2.0% 70% False False 4,512
60 5.145 4.511 0.634 12.8% 0.094 1.9% 70% False False 3,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.439
2.618 5.285
1.618 5.191
1.000 5.133
0.618 5.097
HIGH 5.039
0.618 5.003
0.500 4.992
0.382 4.981
LOW 4.945
0.618 4.887
1.000 4.851
1.618 4.793
2.618 4.699
4.250 4.546
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 4.992 4.992
PP 4.979 4.979
S1 4.967 4.967

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

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