NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 4.090 4.140 0.050 1.2% 4.334
High 4.182 4.261 0.079 1.9% 4.364
Low 4.075 4.063 -0.012 -0.3% 4.014
Close 4.141 4.212 0.071 1.7% 4.041
Range 0.107 0.198 0.091 85.0% 0.350
ATR 0.133 0.138 0.005 3.5% 0.000
Volume 141,696 174,949 33,253 23.5% 621,437
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.773 4.690 4.321
R3 4.575 4.492 4.266
R2 4.377 4.377 4.248
R1 4.294 4.294 4.230 4.336
PP 4.179 4.179 4.179 4.199
S1 4.096 4.096 4.194 4.138
S2 3.981 3.981 4.176
S3 3.783 3.898 4.158
S4 3.585 3.700 4.103
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 4.261 3.990 0.271 6.4% 0.124 2.9% 82% True False 141,910
10 4.428 3.990 0.438 10.4% 0.124 2.9% 51% False False 130,894
20 4.559 3.990 0.569 13.5% 0.138 3.3% 39% False False 118,207
40 4.559 3.805 0.754 17.9% 0.139 3.3% 54% False False 84,862
60 4.822 3.805 1.017 24.1% 0.134 3.2% 40% False False 70,128
80 4.822 3.805 1.017 24.1% 0.132 3.1% 40% False False 56,260
100 4.822 3.805 1.017 24.1% 0.133 3.2% 40% False False 46,715
120 4.822 3.805 1.017 24.1% 0.133 3.2% 40% False False 39,723
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 0.030
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.103
2.618 4.779
1.618 4.581
1.000 4.459
0.618 4.383
HIGH 4.261
0.618 4.185
0.500 4.162
0.382 4.139
LOW 4.063
0.618 3.941
1.000 3.865
1.618 3.743
2.618 3.545
4.250 3.222
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 4.195 4.195
PP 4.179 4.177
S1 4.162 4.160

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

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