NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 4.334 4.282 -0.052 -1.2% 4.523
High 4.364 4.322 -0.042 -1.0% 4.559
Low 4.233 4.221 -0.012 -0.3% 4.205
Close 4.289 4.231 -0.058 -1.4% 4.334
Range 0.131 0.101 -0.030 -22.9% 0.354
ATR 0.149 0.146 -0.003 -2.3% 0.000
Volume 113,750 80,168 -33,582 -29.5% 619,638
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.561 4.497 4.287
R3 4.460 4.396 4.259
R2 4.359 4.359 4.250
R1 4.295 4.295 4.240 4.277
PP 4.258 4.258 4.258 4.249
S1 4.194 4.194 4.222 4.176
S2 4.157 4.157 4.212
S3 4.056 4.093 4.203
S4 3.955 3.992 4.175
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 4.442 4.205 0.237 5.6% 0.149 3.5% 11% False False 119,714
10 4.559 4.205 0.354 8.4% 0.158 3.7% 7% False False 107,316
20 4.559 3.855 0.704 16.6% 0.149 3.5% 53% False False 93,707
40 4.559 3.805 0.754 17.8% 0.135 3.2% 56% False False 71,953
60 4.822 3.805 1.017 24.0% 0.134 3.2% 42% False False 56,022
80 4.822 3.805 1.017 24.0% 0.134 3.2% 42% False False 44,493
100 4.822 3.805 1.017 24.0% 0.134 3.2% 42% False False 37,037
120 4.822 3.805 1.017 24.0% 0.130 3.1% 42% False False 31,495
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.031
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.751
2.618 4.586
1.618 4.485
1.000 4.423
0.618 4.384
HIGH 4.322
0.618 4.283
0.500 4.272
0.382 4.260
LOW 4.221
0.618 4.159
1.000 4.120
1.618 4.058
2.618 3.957
4.250 3.792
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 4.272 4.325
PP 4.258 4.293
S1 4.245 4.262

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

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