NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 4.145 4.061 -0.084 -2.0% 4.334
High 4.160 4.079 -0.081 -1.9% 4.364
Low 4.033 4.014 -0.019 -0.5% 4.014
Close 4.057 4.041 -0.016 -0.4% 4.041
Range 0.127 0.065 -0.062 -48.8% 0.350
ATR 0.143 0.137 -0.006 -3.9% 0.000
Volume 181,809 130,606 -51,203 -28.2% 621,437
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.240 4.205 4.077
R3 4.175 4.140 4.059
R2 4.110 4.110 4.053
R1 4.075 4.075 4.047 4.060
PP 4.045 4.045 4.045 4.037
S1 4.010 4.010 4.035 3.995
S2 3.980 3.980 4.029
S3 3.915 3.945 4.023
S4 3.850 3.880 4.005
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.190 4.965 4.234
R3 4.840 4.615 4.137
R2 4.490 4.490 4.105
R1 4.265 4.265 4.073 4.203
PP 4.140 4.140 4.140 4.108
S1 3.915 3.915 4.009 3.853
S2 3.790 3.790 3.977
S3 3.440 3.565 3.945
S4 3.090 3.215 3.849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.364 4.014 0.350 8.7% 0.108 2.7% 8% False True 124,287
10 4.559 4.014 0.545 13.5% 0.140 3.5% 5% False True 124,107
20 4.559 3.865 0.694 17.2% 0.146 3.6% 25% False False 104,843
40 4.559 3.805 0.754 18.7% 0.134 3.3% 31% False False 76,172
60 4.822 3.805 1.017 25.2% 0.132 3.3% 23% False False 61,951
80 4.822 3.805 1.017 25.2% 0.133 3.3% 23% False False 49,428
100 4.822 3.805 1.017 25.2% 0.133 3.3% 23% False False 41,121
120 4.822 3.805 1.017 25.2% 0.131 3.2% 23% False False 34,970
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 0.029
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4.355
2.618 4.249
1.618 4.184
1.000 4.144
0.618 4.119
HIGH 4.079
0.618 4.054
0.500 4.047
0.382 4.039
LOW 4.014
0.618 3.974
1.000 3.949
1.618 3.909
2.618 3.844
4.250 3.738
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 4.047 4.130
PP 4.045 4.100
S1 4.043 4.071

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

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