NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 4.981 5.066 0.085 1.7% 5.020
High 5.082 5.173 0.091 1.8% 5.173
Low 4.953 5.060 0.107 2.2% 4.945
Close 5.066 5.165 0.099 2.0% 5.165
Range 0.129 0.113 -0.016 -12.4% 0.228
ATR 0.099 0.100 0.001 1.0% 0.000
Volume 2,484 10,007 7,523 302.9% 25,185
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.472 5.431 5.227
R3 5.359 5.318 5.196
R2 5.246 5.246 5.186
R1 5.205 5.205 5.175 5.226
PP 5.133 5.133 5.133 5.143
S1 5.092 5.092 5.155 5.113
S2 5.020 5.020 5.144
S3 4.907 4.979 5.134
S4 4.794 4.866 5.103
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.778 5.700 5.290
R3 5.550 5.472 5.228
R2 5.322 5.322 5.207
R1 5.244 5.244 5.186 5.283
PP 5.094 5.094 5.094 5.114
S1 5.016 5.016 5.144 5.055
S2 4.866 4.866 5.123
S3 4.638 4.788 5.102
S4 4.410 4.560 5.040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.173 4.945 0.228 4.4% 0.095 1.8% 96% True False 5,037
10 5.173 4.750 0.423 8.2% 0.096 1.9% 98% True False 5,035
20 5.173 4.708 0.465 9.0% 0.093 1.8% 98% True False 4,921
40 5.173 4.511 0.662 12.8% 0.102 2.0% 99% True False 4,610
60 5.173 4.511 0.662 12.8% 0.097 1.9% 99% True False 3,915
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 False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.653
2.618 5.469
1.618 5.356
1.000 5.286
0.618 5.243
HIGH 5.173
0.618 5.130
0.500 5.117
0.382 5.103
LOW 5.060
0.618 4.990
1.000 4.947
1.618 4.877
2.618 4.764
4.250 4.580
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 5.149 5.130
PP 5.133 5.094
S1 5.117 5.059

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

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