NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 4.275 4.342 0.067 1.6% 4.184
High 4.388 4.368 -0.020 -0.5% 4.388
Low 4.204 4.294 0.090 2.1% 4.141
Close 4.342 4.338 -0.004 -0.1% 4.338
Range 0.184 0.074 -0.110 -59.8% 0.247
ATR 0.128 0.124 -0.004 -3.0% 0.000
Volume 77,614 40,359 -37,255 -48.0% 326,039
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.555 4.521 4.379
R3 4.481 4.447 4.358
R2 4.407 4.407 4.352
R1 4.373 4.373 4.345 4.353
PP 4.333 4.333 4.333 4.324
S1 4.299 4.299 4.331 4.279
S2 4.259 4.259 4.324
S3 4.185 4.225 4.318
S4 4.111 4.151 4.297
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.030 4.931 4.474
R3 4.783 4.684 4.406
R2 4.536 4.536 4.383
R1 4.437 4.437 4.361 4.487
PP 4.289 4.289 4.289 4.314
S1 4.190 4.190 4.315 4.240
S2 4.042 4.042 4.293
S3 3.795 3.943 4.270
S4 3.548 3.696 4.202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.388 4.141 0.247 5.7% 0.120 2.8% 80% False False 65,207
10 4.507 4.141 0.366 8.4% 0.109 2.5% 54% False False 59,984
20 4.690 4.141 0.549 12.7% 0.126 2.9% 36% False False 42,575
40 4.690 3.955 0.735 16.9% 0.127 2.9% 52% False False 29,734
60 4.930 3.955 0.975 22.5% 0.122 2.8% 39% False False 23,229
80 4.930 3.955 0.975 22.5% 0.120 2.8% 39% False False 18,946
100 4.930 3.955 0.975 22.5% 0.121 2.8% 39% False False 15,686
120 4.930 3.955 0.975 22.5% 0.121 2.8% 39% False False 13,335
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.683
2.618 4.562
1.618 4.488
1.000 4.442
0.618 4.414
HIGH 4.368
0.618 4.340
0.500 4.331
0.382 4.322
LOW 4.294
0.618 4.248
1.000 4.220
1.618 4.174
2.618 4.100
4.250 3.980
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 4.336 4.324
PP 4.333 4.310
S1 4.331 4.296

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

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