NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 4.441 4.454 0.013 0.3% 4.285
High 4.477 4.494 0.017 0.4% 4.477
Low 4.392 4.398 0.006 0.1% 4.144
Close 4.444 4.408 -0.036 -0.8% 4.468
Range 0.085 0.096 0.011 12.9% 0.333
ATR 0.127 0.125 -0.002 -1.8% 0.000
Volume 78,639 73,401 -5,238 -6.7% 251,228
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.721 4.661 4.461
R3 4.625 4.565 4.434
R2 4.529 4.529 4.426
R1 4.469 4.469 4.417 4.451
PP 4.433 4.433 4.433 4.425
S1 4.373 4.373 4.399 4.355
S2 4.337 4.337 4.390
S3 4.241 4.277 4.382
S4 4.145 4.181 4.355
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.362 5.248 4.651
R3 5.029 4.915 4.560
R2 4.696 4.696 4.529
R1 4.582 4.582 4.499 4.639
PP 4.363 4.363 4.363 4.392
S1 4.249 4.249 4.437 4.306
S2 4.030 4.030 4.407
S3 3.697 3.916 4.376
S4 3.364 3.583 4.285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.505 4.317 0.188 4.3% 0.103 2.3% 48% False False 57,869
10 4.505 4.128 0.377 8.6% 0.122 2.8% 74% False False 63,727
20 4.509 4.056 0.453 10.3% 0.124 2.8% 78% False False 53,839
40 4.627 3.877 0.750 17.0% 0.131 3.0% 71% False False 40,473
60 4.627 3.877 0.750 17.0% 0.125 2.8% 71% False False 32,844
80 4.850 3.877 0.973 22.1% 0.127 2.9% 55% False False 26,685
100 4.850 3.877 0.973 22.1% 0.127 2.9% 55% False False 22,268
120 4.850 3.877 0.973 22.1% 0.127 2.9% 55% False False 18,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.902
2.618 4.745
1.618 4.649
1.000 4.590
0.618 4.553
HIGH 4.494
0.618 4.457
0.500 4.446
0.382 4.435
LOW 4.398
0.618 4.339
1.000 4.302
1.618 4.243
2.618 4.147
4.250 3.990
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 4.446 4.449
PP 4.433 4.435
S1 4.421 4.422

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

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