NYMEX Natural Gas Future June 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 4.190 4.338 0.148 3.5% 4.091
High 4.340 4.388 0.048 1.1% 4.318
Low 4.177 4.317 0.140 3.4% 4.056
Close 4.310 4.357 0.047 1.1% 4.264
Range 0.163 0.071 -0.092 -56.4% 0.262
ATR 0.135 0.131 -0.004 -3.0% 0.000
Volume 59,068 53,092 -5,976 -10.1% 361,156
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.567 4.533 4.396
R3 4.496 4.462 4.377
R2 4.425 4.425 4.370
R1 4.391 4.391 4.364 4.408
PP 4.354 4.354 4.354 4.363
S1 4.320 4.320 4.350 4.337
S2 4.283 4.283 4.344
S3 4.212 4.249 4.337
S4 4.141 4.178 4.318
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.999 4.893 4.408
R3 4.737 4.631 4.336
R2 4.475 4.475 4.312
R1 4.369 4.369 4.288 4.422
PP 4.213 4.213 4.213 4.239
S1 4.107 4.107 4.240 4.160
S2 3.951 3.951 4.216
S3 3.689 3.845 4.192
S4 3.427 3.583 4.120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.388 4.128 0.260 6.0% 0.135 3.1% 88% True False 68,650
10 4.388 4.056 0.332 7.6% 0.121 2.8% 91% True False 64,994
20 4.627 4.056 0.571 13.1% 0.138 3.2% 53% False False 48,524
40 4.627 3.877 0.750 17.2% 0.136 3.1% 64% False False 36,315
60 4.627 3.877 0.750 17.2% 0.127 2.9% 64% False False 29,480
80 4.850 3.877 0.973 22.3% 0.128 2.9% 49% False False 23,883
100 4.850 3.877 0.973 22.3% 0.128 2.9% 49% False False 20,018
120 4.850 3.877 0.973 22.3% 0.128 2.9% 49% False False 17,053
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.027
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.690
2.618 4.574
1.618 4.503
1.000 4.459
0.618 4.432
HIGH 4.388
0.618 4.361
0.500 4.353
0.382 4.344
LOW 4.317
0.618 4.273
1.000 4.246
1.618 4.202
2.618 4.131
4.250 4.015
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 4.356 4.327
PP 4.354 4.296
S1 4.353 4.266

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

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