NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 4.350 4.230 -0.120 -2.8% 4.168
High 4.399 4.432 0.033 0.8% 4.432
Low 4.213 4.219 0.006 0.1% 4.116
Close 4.244 4.403 0.159 3.7% 4.403
Range 0.186 0.213 0.027 14.5% 0.316
ATR 0.140 0.145 0.005 3.7% 0.000
Volume 130,673 77,453 -53,220 -40.7% 512,214
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.990 4.910 4.520
R3 4.777 4.697 4.462
R2 4.564 4.564 4.442
R1 4.484 4.484 4.423 4.524
PP 4.351 4.351 4.351 4.372
S1 4.271 4.271 4.383 4.311
S2 4.138 4.138 4.364
S3 3.925 4.058 4.344
S4 3.712 3.845 4.286
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.265 5.150 4.577
R3 4.949 4.834 4.490
R2 4.633 4.633 4.461
R1 4.518 4.518 4.432 4.576
PP 4.317 4.317 4.317 4.346
S1 4.202 4.202 4.374 4.260
S2 4.001 4.001 4.345
S3 3.685 3.886 4.316
S4 3.369 3.570 4.229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.432 4.116 0.316 7.2% 0.145 3.3% 91% True False 102,442
10 4.432 3.800 0.632 14.4% 0.156 3.5% 95% True False 119,133
20 4.432 3.731 0.701 15.9% 0.146 3.3% 96% True False 116,649
40 4.507 3.731 0.776 17.6% 0.133 3.0% 87% False False 95,074
60 4.800 3.731 1.069 24.3% 0.137 3.1% 63% False False 75,638
80 4.800 3.731 1.069 24.3% 0.139 3.2% 63% False False 62,622
100 4.800 3.731 1.069 24.3% 0.140 3.2% 63% False False 53,573
120 4.800 3.731 1.069 24.3% 0.134 3.0% 63% False False 46,496
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.337
2.618 4.990
1.618 4.777
1.000 4.645
0.618 4.564
HIGH 4.432
0.618 4.351
0.500 4.326
0.382 4.300
LOW 4.219
0.618 4.087
1.000 4.006
1.618 3.874
2.618 3.661
4.250 3.314
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 4.377 4.376
PP 4.351 4.349
S1 4.326 4.323

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

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