NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 4.016 4.110 0.094 2.3% 4.334
High 4.152 4.145 -0.007 -0.2% 4.364
Low 3.990 4.058 0.068 1.7% 4.014
Close 4.108 4.098 -0.010 -0.2% 4.041
Range 0.162 0.087 -0.075 -46.3% 0.350
ATR 0.139 0.135 -0.004 -2.7% 0.000
Volume 140,628 121,673 -18,955 -13.5% 621,437
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.361 4.317 4.146
R3 4.274 4.230 4.122
R2 4.187 4.187 4.114
R1 4.143 4.143 4.106 4.122
PP 4.100 4.100 4.100 4.090
S1 4.056 4.056 4.090 4.035
S2 4.013 4.013 4.082
S3 3.926 3.969 4.074
S4 3.839 3.882 4.050
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 4.245 3.990 0.255 6.2% 0.111 2.7% 42% False False 137,964
10 4.442 3.990 0.452 11.0% 0.130 3.2% 24% False False 128,839
20 4.559 3.979 0.580 14.2% 0.141 3.4% 21% False False 111,942
40 4.559 3.805 0.754 18.4% 0.136 3.3% 39% False False 78,623
60 4.822 3.805 1.017 24.8% 0.133 3.2% 29% False False 65,304
80 4.822 3.805 1.017 24.8% 0.133 3.2% 29% False False 52,500
100 4.822 3.805 1.017 24.8% 0.133 3.2% 29% False False 43,651
120 4.822 3.805 1.017 24.8% 0.132 3.2% 29% False False 37,115
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.515
2.618 4.373
1.618 4.286
1.000 4.232
0.618 4.199
HIGH 4.145
0.618 4.112
0.500 4.102
0.382 4.091
LOW 4.058
0.618 4.004
1.000 3.971
1.618 3.917
2.618 3.830
4.250 3.688
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 4.102 4.089
PP 4.100 4.080
S1 4.099 4.071

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

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