NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 4.584 4.557 -0.027 -0.6% 4.403
High 4.620 4.710 0.090 1.9% 4.599
Low 4.529 4.537 0.008 0.2% 4.287
Close 4.537 4.689 0.152 3.4% 4.590
Range 0.091 0.173 0.082 90.1% 0.312
ATR 0.114 0.118 0.004 3.7% 0.000
Volume 5,408 5,300 -108 -2.0% 39,391
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.164 5.100 4.784
R3 4.991 4.927 4.737
R2 4.818 4.818 4.721
R1 4.754 4.754 4.705 4.786
PP 4.645 4.645 4.645 4.662
S1 4.581 4.581 4.673 4.613
S2 4.472 4.472 4.657
S3 4.299 4.408 4.641
S4 4.126 4.235 4.594
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 4.710 4.454 0.256 5.5% 0.117 2.5% 92% True False 9,035
10 4.710 4.275 0.435 9.3% 0.119 2.5% 95% True False 11,006
20 4.710 4.208 0.502 10.7% 0.115 2.5% 96% True False 11,731
40 4.726 4.011 0.715 15.2% 0.121 2.6% 95% False False 10,897
60 4.726 4.011 0.715 15.2% 0.115 2.4% 95% False False 9,046
80 4.888 4.011 0.877 18.7% 0.114 2.4% 77% False False 7,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.445
2.618 5.163
1.618 4.990
1.000 4.883
0.618 4.817
HIGH 4.710
0.618 4.644
0.500 4.624
0.382 4.603
LOW 4.537
0.618 4.430
1.000 4.364
1.618 4.257
2.618 4.084
4.250 3.802
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 4.667 4.665
PP 4.645 4.641
S1 4.624 4.618

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

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