NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 4.779 4.889 0.110 2.3% 4.745
High 4.876 4.927 0.051 1.0% 4.900
Low 4.771 4.868 0.097 2.0% 4.708
Close 4.865 4.915 0.050 1.0% 4.860
Range 0.105 0.059 -0.046 -43.8% 0.192
ATR 0.104 0.101 -0.003 -2.9% 0.000
Volume 5,115 5,679 564 11.0% 23,158
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.080 5.057 4.947
R3 5.021 4.998 4.931
R2 4.962 4.962 4.926
R1 4.939 4.939 4.920 4.951
PP 4.903 4.903 4.903 4.909
S1 4.880 4.880 4.910 4.892
S2 4.844 4.844 4.904
S3 4.785 4.821 4.899
S4 4.726 4.762 4.883
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.399 5.321 4.966
R3 5.207 5.129 4.913
R2 5.015 5.015 4.895
R1 4.937 4.937 4.878 4.976
PP 4.823 4.823 4.823 4.842
S1 4.745 4.745 4.842 4.784
S2 4.631 4.631 4.825
S3 4.439 4.553 4.807
S4 4.247 4.361 4.754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.927 4.750 0.177 3.6% 0.106 2.2% 93% True False 5,198
10 4.927 4.708 0.219 4.5% 0.094 1.9% 95% True False 4,829
20 5.145 4.708 0.437 8.9% 0.107 2.2% 47% False False 5,414
40 5.145 4.511 0.634 12.9% 0.105 2.1% 64% False False 4,359
60 5.145 4.511 0.634 12.9% 0.095 1.9% 64% False False 3,760
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.030
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.178
2.618 5.081
1.618 5.022
1.000 4.986
0.618 4.963
HIGH 4.927
0.618 4.904
0.500 4.898
0.382 4.891
LOW 4.868
0.618 4.832
1.000 4.809
1.618 4.773
2.618 4.714
4.250 4.617
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 4.909 4.890
PP 4.903 4.864
S1 4.898 4.839

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

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