NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 4.230 4.425 0.195 4.6% 4.168
High 4.432 4.480 0.048 1.1% 4.432
Low 4.219 4.324 0.105 2.5% 4.116
Close 4.403 4.374 -0.029 -0.7% 4.403
Range 0.213 0.156 -0.057 -26.8% 0.316
ATR 0.145 0.146 0.001 0.5% 0.000
Volume 77,453 74,280 -3,173 -4.1% 512,214
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.861 4.773 4.460
R3 4.705 4.617 4.417
R2 4.549 4.549 4.403
R1 4.461 4.461 4.388 4.427
PP 4.393 4.393 4.393 4.376
S1 4.305 4.305 4.360 4.271
S2 4.237 4.237 4.345
S3 4.081 4.149 4.331
S4 3.925 3.993 4.288
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 4.480 4.151 0.329 7.5% 0.154 3.5% 68% True False 96,087
10 4.480 3.800 0.680 15.5% 0.155 3.5% 84% True False 114,079
20 4.480 3.731 0.749 17.1% 0.147 3.4% 86% True False 114,682
40 4.507 3.731 0.776 17.7% 0.134 3.1% 83% False False 95,930
60 4.800 3.731 1.069 24.4% 0.138 3.1% 60% False False 76,629
80 4.800 3.731 1.069 24.4% 0.140 3.2% 60% False False 63,350
100 4.800 3.731 1.069 24.4% 0.140 3.2% 60% False False 54,129
120 4.800 3.731 1.069 24.4% 0.135 3.1% 60% False False 47,046
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.143
2.618 4.888
1.618 4.732
1.000 4.636
0.618 4.576
HIGH 4.480
0.618 4.420
0.500 4.402
0.382 4.384
LOW 4.324
0.618 4.228
1.000 4.168
1.618 4.072
2.618 3.916
4.250 3.661
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 4.402 4.365
PP 4.393 4.356
S1 4.383 4.347

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

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