NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 4.945 5.020 0.075 1.5% 4.830
High 5.009 5.037 0.028 0.6% 5.009
Low 4.900 4.966 0.066 1.3% 4.750
Close 5.002 5.000 -0.002 0.0% 5.002
Range 0.109 0.071 -0.038 -34.9% 0.259
ATR 0.101 0.099 -0.002 -2.1% 0.000
Volume 2,910 5,025 2,115 72.7% 16,825
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.214 5.178 5.039
R3 5.143 5.107 5.020
R2 5.072 5.072 5.013
R1 5.036 5.036 5.007 5.019
PP 5.001 5.001 5.001 4.992
S1 4.965 4.965 4.993 4.948
S2 4.930 4.930 4.987
S3 4.859 4.894 4.980
S4 4.788 4.823 4.961
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.697 5.609 5.144
R3 5.438 5.350 5.073
R2 5.179 5.179 5.049
R1 5.091 5.091 5.026 5.135
PP 4.920 4.920 4.920 4.943
S1 4.832 4.832 4.978 4.876
S2 4.661 4.661 4.955
S3 4.402 4.573 4.931
S4 4.143 4.314 4.860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.037 4.750 0.287 5.7% 0.099 2.0% 87% True False 4,370
10 5.037 4.708 0.329 6.6% 0.097 1.9% 89% True False 4,500
20 5.145 4.708 0.437 8.7% 0.102 2.0% 67% False False 5,105
40 5.145 4.511 0.634 12.7% 0.102 2.0% 77% False False 4,446
60 5.145 4.511 0.634 12.7% 0.094 1.9% 77% False False 3,749
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.339
2.618 5.223
1.618 5.152
1.000 5.108
0.618 5.081
HIGH 5.037
0.618 5.010
0.500 5.002
0.382 4.993
LOW 4.966
0.618 4.922
1.000 4.895
1.618 4.851
2.618 4.780
4.250 4.664
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 5.002 4.984
PP 5.001 4.968
S1 5.001 4.953

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

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