NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 5.011 4.981 -0.030 -0.6% 4.830
High 5.039 5.082 0.043 0.9% 5.009
Low 4.945 4.953 0.008 0.2% 4.750
Close 4.954 5.066 0.112 2.3% 5.002
Range 0.094 0.129 0.035 37.2% 0.259
ATR 0.097 0.099 0.002 2.4% 0.000
Volume 3,852 2,484 -1,368 -35.5% 16,825
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.421 5.372 5.137
R3 5.292 5.243 5.101
R2 5.163 5.163 5.090
R1 5.114 5.114 5.078 5.139
PP 5.034 5.034 5.034 5.046
S1 4.985 4.985 5.054 5.010
S2 4.905 4.905 5.042
S3 4.776 4.856 5.031
S4 4.647 4.727 4.995
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 5.082 4.900 0.182 3.6% 0.094 1.9% 91% True False 3,617
10 5.082 4.750 0.332 6.6% 0.100 2.0% 95% True False 4,408
20 5.082 4.708 0.374 7.4% 0.097 1.9% 96% True False 4,698
40 5.145 4.511 0.634 12.5% 0.101 2.0% 88% False False 4,435
60 5.145 4.511 0.634 12.5% 0.096 1.9% 88% False False 3,773
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.630
2.618 5.420
1.618 5.291
1.000 5.211
0.618 5.162
HIGH 5.082
0.618 5.033
0.500 5.018
0.382 5.002
LOW 4.953
0.618 4.873
1.000 4.824
1.618 4.744
2.618 4.615
4.250 4.405
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 5.050 5.049
PP 5.034 5.031
S1 5.018 5.014

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

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