NYMEX Natural Gas Future July 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 4.256 4.401 0.145 3.4% 4.184
High 4.400 4.454 0.054 1.2% 4.388
Low 4.253 4.387 0.134 3.2% 4.141
Close 4.382 4.429 0.047 1.1% 4.338
Range 0.147 0.067 -0.080 -54.4% 0.247
ATR 0.129 0.125 -0.004 -3.2% 0.000
Volume 29,819 31,768 1,949 6.5% 326,039
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.624 4.594 4.466
R3 4.557 4.527 4.447
R2 4.490 4.490 4.441
R1 4.460 4.460 4.435 4.475
PP 4.423 4.423 4.423 4.431
S1 4.393 4.393 4.423 4.408
S2 4.356 4.356 4.417
S3 4.289 4.326 4.411
S4 4.222 4.259 4.392
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 4.454 4.204 0.250 5.6% 0.129 2.9% 90% True False 43,350
10 4.454 4.141 0.313 7.1% 0.116 2.6% 92% True False 59,644
20 4.690 4.141 0.549 12.4% 0.132 3.0% 52% False False 44,399
40 4.690 3.955 0.735 16.6% 0.129 2.9% 64% False False 31,581
60 4.690 3.955 0.735 16.6% 0.120 2.7% 64% False False 24,338
80 4.930 3.955 0.975 22.0% 0.121 2.7% 49% False False 20,078
100 4.930 3.955 0.975 22.0% 0.122 2.7% 49% False False 16,615
120 4.930 3.955 0.975 22.0% 0.121 2.7% 49% False False 14,121
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 4.739
2.618 4.629
1.618 4.562
1.000 4.521
0.618 4.495
HIGH 4.454
0.618 4.428
0.500 4.421
0.382 4.413
LOW 4.387
0.618 4.346
1.000 4.320
1.618 4.279
2.618 4.212
4.250 4.102
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 4.426 4.398
PP 4.423 4.368
S1 4.421 4.337

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

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