NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 4.061 4.016 -0.045 -1.1% 4.334
High 4.079 4.152 0.073 1.8% 4.364
Low 4.014 3.990 -0.024 -0.6% 4.014
Close 4.041 4.108 0.067 1.7% 4.041
Range 0.065 0.162 0.097 149.2% 0.350
ATR 0.137 0.139 0.002 1.3% 0.000
Volume 130,606 140,628 10,022 7.7% 621,437
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.569 4.501 4.197
R3 4.407 4.339 4.153
R2 4.245 4.245 4.138
R1 4.177 4.177 4.123 4.211
PP 4.083 4.083 4.083 4.101
S1 4.015 4.015 4.093 4.049
S2 3.921 3.921 4.078
S3 3.759 3.853 4.063
S4 3.597 3.691 4.019
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 4.322 3.990 0.332 8.1% 0.114 2.8% 36% False True 129,663
10 4.453 3.990 0.463 11.3% 0.141 3.4% 25% False True 129,536
20 4.559 3.865 0.694 16.9% 0.146 3.6% 35% False False 108,583
40 4.559 3.805 0.754 18.4% 0.136 3.3% 40% False False 77,411
60 4.822 3.805 1.017 24.8% 0.133 3.2% 30% False False 63,743
80 4.822 3.805 1.017 24.8% 0.134 3.3% 30% False False 51,050
100 4.822 3.805 1.017 24.8% 0.134 3.3% 30% False False 42,479
120 4.822 3.805 1.017 24.8% 0.132 3.2% 30% False False 36,117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.841
2.618 4.576
1.618 4.414
1.000 4.314
0.618 4.252
HIGH 4.152
0.618 4.090
0.500 4.071
0.382 4.052
LOW 3.990
0.618 3.890
1.000 3.828
1.618 3.728
2.618 3.566
4.250 3.302
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 4.096 4.097
PP 4.083 4.086
S1 4.071 4.075

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

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