NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 4.338 4.386 0.048 1.1% 4.215
High 4.433 4.416 -0.017 -0.4% 4.433
Low 4.252 4.341 0.089 2.1% 4.193
Close 4.389 4.387 -0.002 0.0% 4.387
Range 0.181 0.075 -0.106 -58.6% 0.240
ATR 0.124 0.121 -0.004 -2.8% 0.000
Volume 19,451 19,459 8 0.0% 101,495
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.606 4.572 4.428
R3 4.531 4.497 4.408
R2 4.456 4.456 4.401
R1 4.422 4.422 4.394 4.439
PP 4.381 4.381 4.381 4.390
S1 4.347 4.347 4.380 4.364
S2 4.306 4.306 4.373
S3 4.231 4.272 4.366
S4 4.156 4.197 4.346
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.058 4.962 4.519
R3 4.818 4.722 4.453
R2 4.578 4.578 4.431
R1 4.482 4.482 4.409 4.530
PP 4.338 4.338 4.338 4.362
S1 4.242 4.242 4.365 4.290
S2 4.098 4.098 4.343
S3 3.858 4.002 4.321
S4 3.618 3.762 4.255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.433 4.193 0.240 5.5% 0.117 2.7% 81% False False 20,299
10 4.548 4.193 0.355 8.1% 0.107 2.4% 55% False False 21,309
20 4.719 4.193 0.526 12.0% 0.124 2.8% 37% False False 15,987
40 4.719 3.994 0.725 16.5% 0.124 2.8% 54% False False 11,922
60 4.896 3.994 0.902 20.6% 0.117 2.7% 44% False False 9,750
80 4.896 3.994 0.902 20.6% 0.115 2.6% 44% False False 8,029
100 4.896 3.994 0.902 20.6% 0.115 2.6% 44% False False 6,845
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.735
2.618 4.612
1.618 4.537
1.000 4.491
0.618 4.462
HIGH 4.416
0.618 4.387
0.500 4.379
0.382 4.370
LOW 4.341
0.618 4.295
1.000 4.266
1.618 4.220
2.618 4.145
4.250 4.022
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 4.384 4.372
PP 4.381 4.357
S1 4.379 4.343

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

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