NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 4.602 4.541 -0.061 -1.3% 4.403
High 4.627 4.609 -0.018 -0.4% 4.599
Low 4.537 4.525 -0.012 -0.3% 4.287
Close 4.578 4.572 -0.006 -0.1% 4.590
Range 0.090 0.084 -0.006 -6.7% 0.312
ATR 0.118 0.115 -0.002 -2.0% 0.000
Volume 12,082 9,339 -2,743 -22.7% 39,391
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.821 4.780 4.618
R3 4.737 4.696 4.595
R2 4.653 4.653 4.587
R1 4.612 4.612 4.580 4.633
PP 4.569 4.569 4.569 4.579
S1 4.528 4.528 4.564 4.549
S2 4.485 4.485 4.557
S3 4.401 4.444 4.549
S4 4.317 4.360 4.526
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.428 5.321 4.762
R3 5.116 5.009 4.676
R2 4.804 4.804 4.647
R1 4.697 4.697 4.619 4.751
PP 4.492 4.492 4.492 4.519
S1 4.385 4.385 4.561 4.439
S2 4.180 4.180 4.533
S3 3.868 4.073 4.504
S4 3.556 3.761 4.418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.627 4.314 0.313 6.8% 0.104 2.3% 82% False False 9,644
10 4.627 4.275 0.352 7.7% 0.109 2.4% 84% False False 12,862
20 4.639 4.208 0.431 9.4% 0.117 2.6% 84% False False 12,078
40 4.726 4.011 0.715 15.6% 0.120 2.6% 78% False False 10,998
60 4.726 4.011 0.715 15.6% 0.113 2.5% 78% False False 8,953
80 4.888 4.011 0.877 19.2% 0.113 2.5% 64% False False 7,464
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.966
2.618 4.829
1.618 4.745
1.000 4.693
0.618 4.661
HIGH 4.609
0.618 4.577
0.500 4.567
0.382 4.557
LOW 4.525
0.618 4.473
1.000 4.441
1.618 4.389
2.618 4.305
4.250 4.168
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 4.570 4.562
PP 4.569 4.551
S1 4.567 4.541

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

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