NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 4.491 4.390 -0.101 -2.2% 4.582
High 4.495 4.434 -0.061 -1.4% 4.627
Low 4.361 4.310 -0.051 -1.2% 4.279
Close 4.437 4.363 -0.074 -1.7% 4.437
Range 0.134 0.124 -0.010 -7.5% 0.348
ATR 0.145 0.144 -0.001 -0.9% 0.000
Volume 42,547 28,884 -13,663 -32.1% 169,709
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.741 4.676 4.431
R3 4.617 4.552 4.397
R2 4.493 4.493 4.386
R1 4.428 4.428 4.374 4.399
PP 4.369 4.369 4.369 4.354
S1 4.304 4.304 4.352 4.275
S2 4.245 4.245 4.340
S3 4.121 4.180 4.329
S4 3.997 4.056 4.295
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.492 5.312 4.628
R3 5.144 4.964 4.533
R2 4.796 4.796 4.501
R1 4.616 4.616 4.469 4.532
PP 4.448 4.448 4.448 4.406
S1 4.268 4.268 4.405 4.184
S2 4.100 4.100 4.373
S3 3.752 3.920 4.341
S4 3.404 3.572 4.246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.527 4.279 0.248 5.7% 0.161 3.7% 34% False False 33,607
10 4.627 4.279 0.348 8.0% 0.153 3.5% 24% False False 31,658
20 4.627 3.923 0.704 16.1% 0.146 3.3% 63% False False 28,947
40 4.627 3.877 0.750 17.2% 0.132 3.0% 65% False False 24,159
60 4.850 3.877 0.973 22.3% 0.129 3.0% 50% False False 19,422
80 4.850 3.877 0.973 22.3% 0.130 3.0% 50% False False 15,833
100 4.850 3.877 0.973 22.3% 0.130 3.0% 50% False False 13,249
120 4.850 3.877 0.973 22.3% 0.126 2.9% 50% False False 11,322
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 0.030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.961
2.618 4.759
1.618 4.635
1.000 4.558
0.618 4.511
HIGH 4.434
0.618 4.387
0.500 4.372
0.382 4.357
LOW 4.310
0.618 4.233
1.000 4.186
1.618 4.109
2.618 3.985
4.250 3.783
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 4.372 4.394
PP 4.369 4.384
S1 4.366 4.373

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

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