NYMEX Natural Gas Future September 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 4.595 4.526 -0.069 -1.5% 4.708
High 4.605 4.560 -0.045 -1.0% 4.726
Low 4.490 4.444 -0.046 -1.0% 4.404
Close 4.562 4.497 -0.065 -1.4% 4.562
Range 0.115 0.116 0.001 0.9% 0.322
ATR 0.132 0.131 -0.001 -0.8% 0.000
Volume 15,723 10,465 -5,258 -33.4% 50,272
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.848 4.789 4.561
R3 4.732 4.673 4.529
R2 4.616 4.616 4.518
R1 4.557 4.557 4.508 4.529
PP 4.500 4.500 4.500 4.486
S1 4.441 4.441 4.486 4.413
S2 4.384 4.384 4.476
S3 4.268 4.325 4.465
S4 4.152 4.209 4.433
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.530 5.368 4.739
R3 5.208 5.046 4.651
R2 4.886 4.886 4.621
R1 4.724 4.724 4.592 4.644
PP 4.564 4.564 4.564 4.524
S1 4.402 4.402 4.532 4.322
S2 4.242 4.242 4.503
S3 3.920 4.080 4.473
S4 3.598 3.758 4.385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.639 4.404 0.235 5.2% 0.149 3.3% 40% False False 10,540
10 4.726 4.404 0.322 7.2% 0.139 3.1% 29% False False 10,153
20 4.726 4.071 0.655 14.6% 0.132 2.9% 65% False False 10,684
40 4.726 4.011 0.715 15.9% 0.119 2.7% 68% False False 8,340
60 4.888 4.011 0.877 19.5% 0.114 2.5% 55% False False 6,625
80 4.888 4.011 0.877 19.5% 0.115 2.6% 55% False False 5,426
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.053
2.618 4.864
1.618 4.748
1.000 4.676
0.618 4.632
HIGH 4.560
0.618 4.516
0.500 4.502
0.382 4.488
LOW 4.444
0.618 4.372
1.000 4.328
1.618 4.256
2.618 4.140
4.250 3.951
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 4.502 4.510
PP 4.500 4.505
S1 4.499 4.501

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

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