NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 4.596 4.603 0.007 0.2% 4.456
High 4.642 4.662 0.020 0.4% 4.663
Low 4.576 4.512 -0.064 -1.4% 4.451
Close 4.622 4.546 -0.076 -1.6% 4.622
Range 0.066 0.150 0.084 127.3% 0.212
ATR 0.103 0.107 0.003 3.2% 0.000
Volume 13,807 2,723 -11,084 -80.3% 35,914
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.023 4.935 4.629
R3 4.873 4.785 4.587
R2 4.723 4.723 4.574
R1 4.635 4.635 4.560 4.604
PP 4.573 4.573 4.573 4.558
S1 4.485 4.485 4.532 4.454
S2 4.423 4.423 4.519
S3 4.273 4.335 4.505
S4 4.123 4.185 4.464
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.215 5.130 4.739
R3 5.003 4.918 4.680
R2 4.791 4.791 4.661
R1 4.706 4.706 4.641 4.749
PP 4.579 4.579 4.579 4.600
S1 4.494 4.494 4.603 4.537
S2 4.367 4.367 4.583
S3 4.155 4.282 4.564
S4 3.943 4.070 4.505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.663 4.504 0.159 3.5% 0.102 2.2% 26% False False 6,773
10 4.745 4.451 0.294 6.5% 0.097 2.1% 32% False False 6,323
20 4.910 4.451 0.459 10.1% 0.108 2.4% 21% False False 7,295
40 4.910 4.243 0.667 14.7% 0.107 2.4% 45% False False 5,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 5.300
2.618 5.055
1.618 4.905
1.000 4.812
0.618 4.755
HIGH 4.662
0.618 4.605
0.500 4.587
0.382 4.569
LOW 4.512
0.618 4.419
1.000 4.362
1.618 4.269
2.618 4.119
4.250 3.875
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 4.587 4.584
PP 4.573 4.571
S1 4.560 4.559

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

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