NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 4.510 4.535 0.025 0.6% 4.292
High 4.552 4.638 0.086 1.9% 4.499
Low 4.485 4.517 0.032 0.7% 4.256
Close 4.531 4.630 0.099 2.2% 4.452
Range 0.067 0.121 0.054 80.6% 0.243
ATR 0.119 0.119 0.000 0.1% 0.000
Volume 18,258 21,458 3,200 17.5% 105,951
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.958 4.915 4.697
R3 4.837 4.794 4.663
R2 4.716 4.716 4.652
R1 4.673 4.673 4.641 4.695
PP 4.595 4.595 4.595 4.606
S1 4.552 4.552 4.619 4.574
S2 4.474 4.474 4.608
S3 4.353 4.431 4.597
S4 4.232 4.310 4.563
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.131 5.035 4.586
R3 4.888 4.792 4.519
R2 4.645 4.645 4.497
R1 4.549 4.549 4.474 4.597
PP 4.402 4.402 4.402 4.427
S1 4.306 4.306 4.430 4.354
S2 4.159 4.159 4.407
S3 3.916 4.063 4.385
S4 3.673 3.820 4.318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.638 4.337 0.301 6.5% 0.110 2.4% 97% True False 19,799
10 4.638 4.256 0.382 8.3% 0.111 2.4% 98% True False 20,547
20 4.770 4.256 0.514 11.1% 0.124 2.7% 73% False False 21,187
40 4.770 4.051 0.719 15.5% 0.123 2.7% 81% False False 19,104
60 4.770 4.051 0.719 15.5% 0.115 2.5% 81% False False 17,545
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.152
2.618 4.955
1.618 4.834
1.000 4.759
0.618 4.713
HIGH 4.638
0.618 4.592
0.500 4.578
0.382 4.563
LOW 4.517
0.618 4.442
1.000 4.396
1.618 4.321
2.618 4.200
4.250 4.003
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 4.613 4.587
PP 4.595 4.544
S1 4.578 4.501

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

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