NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 4.374 4.405 0.031 0.7% 4.523
High 4.442 4.428 -0.014 -0.3% 4.559
Low 4.205 4.286 0.081 1.9% 4.205
Close 4.389 4.334 -0.055 -1.3% 4.334
Range 0.237 0.142 -0.095 -40.1% 0.354
ATR 0.152 0.151 -0.001 -0.4% 0.000
Volume 177,797 108,558 -69,239 -38.9% 619,638
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.775 4.697 4.412
R3 4.633 4.555 4.373
R2 4.491 4.491 4.360
R1 4.413 4.413 4.347 4.381
PP 4.349 4.349 4.349 4.334
S1 4.271 4.271 4.321 4.239
S2 4.207 4.207 4.308
S3 4.065 4.129 4.295
S4 3.923 3.987 4.256
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.428 5.235 4.529
R3 5.074 4.881 4.431
R2 4.720 4.720 4.399
R1 4.527 4.527 4.366 4.447
PP 4.366 4.366 4.366 4.326
S1 4.173 4.173 4.302 4.093
S2 4.012 4.012 4.269
S3 3.658 3.819 4.237
S4 3.304 3.465 4.139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.559 4.205 0.354 8.2% 0.171 4.0% 36% False False 123,927
10 4.559 4.200 0.359 8.3% 0.157 3.6% 37% False False 104,628
20 4.559 3.805 0.754 17.4% 0.154 3.5% 70% False False 89,918
40 4.559 3.805 0.754 17.4% 0.135 3.1% 70% False False 69,182
60 4.822 3.805 1.017 23.5% 0.135 3.1% 52% False False 53,450
80 4.822 3.805 1.017 23.5% 0.135 3.1% 52% False False 42,433
100 4.822 3.805 1.017 23.5% 0.135 3.1% 52% False False 35,272
120 4.822 3.805 1.017 23.5% 0.129 3.0% 52% False False 29,915
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.032
2.618 4.800
1.618 4.658
1.000 4.570
0.618 4.516
HIGH 4.428
0.618 4.374
0.500 4.357
0.382 4.340
LOW 4.286
0.618 4.198
1.000 4.144
1.618 4.056
2.618 3.914
4.250 3.683
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 4.357 4.331
PP 4.349 4.327
S1 4.342 4.324

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

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