NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 4.143 4.281 0.138 3.3% 4.016
High 4.293 4.344 0.051 1.2% 4.261
Low 4.129 4.271 0.142 3.4% 3.990
Close 4.262 4.310 0.048 1.1% 4.204
Range 0.164 0.073 -0.091 -55.5% 0.271
ATR 0.138 0.134 -0.004 -2.9% 0.000
Volume 115,505 96,968 -18,537 -16.0% 668,608
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.527 4.492 4.350
R3 4.454 4.419 4.330
R2 4.381 4.381 4.323
R1 4.346 4.346 4.317 4.364
PP 4.308 4.308 4.308 4.317
S1 4.273 4.273 4.303 4.291
S2 4.235 4.235 4.297
S3 4.162 4.200 4.290
S4 4.089 4.127 4.270
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.965 4.855 4.353
R3 4.694 4.584 4.279
R2 4.423 4.423 4.254
R1 4.313 4.313 4.229 4.368
PP 4.152 4.152 4.152 4.179
S1 4.042 4.042 4.179 4.097
S2 3.881 3.881 4.154
S3 3.610 3.771 4.129
S4 3.339 3.500 4.055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.344 4.063 0.281 6.5% 0.137 3.2% 88% True False 120,506
10 4.344 3.990 0.354 8.2% 0.123 2.9% 90% True False 131,894
20 4.559 3.990 0.569 13.2% 0.142 3.3% 56% False False 121,969
40 4.559 3.805 0.754 17.5% 0.140 3.3% 67% False False 92,557
60 4.575 3.805 0.770 17.9% 0.131 3.1% 66% False False 75,757
80 4.822 3.805 1.017 23.6% 0.132 3.1% 50% False False 61,292
100 4.822 3.805 1.017 23.6% 0.133 3.1% 50% False False 50,753
120 4.822 3.805 1.017 23.6% 0.133 3.1% 50% False False 43,197
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 4.654
2.618 4.535
1.618 4.462
1.000 4.417
0.618 4.389
HIGH 4.344
0.618 4.316
0.500 4.308
0.382 4.299
LOW 4.271
0.618 4.226
1.000 4.198
1.618 4.153
2.618 4.080
4.250 3.961
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 4.309 4.279
PP 4.308 4.247
S1 4.308 4.216

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

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