NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 4.602 4.496 -0.106 -2.3% 4.750
High 4.607 4.518 -0.089 -1.9% 4.775
Low 4.497 4.469 -0.028 -0.6% 4.469
Close 4.521 4.494 -0.027 -0.6% 4.494
Range 0.110 0.049 -0.061 -55.5% 0.306
ATR 0.110 0.106 -0.004 -3.8% 0.000
Volume 5,680 8,445 2,765 48.7% 35,467
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.641 4.616 4.521
R3 4.592 4.567 4.507
R2 4.543 4.543 4.503
R1 4.518 4.518 4.498 4.506
PP 4.494 4.494 4.494 4.488
S1 4.469 4.469 4.490 4.457
S2 4.445 4.445 4.485
S3 4.396 4.420 4.481
S4 4.347 4.371 4.467
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.497 5.302 4.662
R3 5.191 4.996 4.578
R2 4.885 4.885 4.550
R1 4.690 4.690 4.522 4.635
PP 4.579 4.579 4.579 4.552
S1 4.384 4.384 4.466 4.329
S2 4.273 4.273 4.438
S3 3.967 4.078 4.410
S4 3.661 3.772 4.326
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.775 4.469 0.306 6.8% 0.086 1.9% 8% False True 7,093
10 4.910 4.469 0.441 9.8% 0.109 2.4% 6% False True 7,820
20 4.910 4.345 0.565 12.6% 0.111 2.5% 26% False False 6,666
40 4.910 4.243 0.667 14.8% 0.101 2.3% 38% False False 5,450
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 0.023
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 4.726
2.618 4.646
1.618 4.597
1.000 4.567
0.618 4.548
HIGH 4.518
0.618 4.499
0.500 4.494
0.382 4.488
LOW 4.469
0.618 4.439
1.000 4.420
1.618 4.390
2.618 4.341
4.250 4.261
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 4.494 4.577
PP 4.494 4.549
S1 4.494 4.522

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

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