NYMEX Natural Gas Future December 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 4.889 4.945 0.056 1.1% 4.745
High 4.927 5.009 0.082 1.7% 4.900
Low 4.868 4.900 0.032 0.7% 4.708
Close 4.915 5.002 0.087 1.8% 4.860
Range 0.059 0.109 0.050 84.7% 0.192
ATR 0.101 0.101 0.001 0.6% 0.000
Volume 5,679 2,910 -2,769 -48.8% 23,158
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.297 5.259 5.062
R3 5.188 5.150 5.032
R2 5.079 5.079 5.022
R1 5.041 5.041 5.012 5.060
PP 4.970 4.970 4.970 4.980
S1 4.932 4.932 4.992 4.951
S2 4.861 4.861 4.982
S3 4.752 4.823 4.972
S4 4.643 4.714 4.942
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 5.009 4.750 0.259 5.2% 0.098 2.0% 97% True False 5,034
10 5.009 4.708 0.301 6.0% 0.095 1.9% 98% True False 4,653
20 5.145 4.708 0.437 8.7% 0.106 2.1% 67% False False 5,204
40 5.145 4.511 0.634 12.7% 0.104 2.1% 77% False False 4,376
60 5.145 4.511 0.634 12.7% 0.095 1.9% 77% False False 3,741
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 0.031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.472
2.618 5.294
1.618 5.185
1.000 5.118
0.618 5.076
HIGH 5.009
0.618 4.967
0.500 4.955
0.382 4.942
LOW 4.900
0.618 4.833
1.000 4.791
1.618 4.724
2.618 4.615
4.250 4.437
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 4.986 4.965
PP 4.970 4.927
S1 4.955 4.890

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

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