NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 4.564 4.535 -0.029 -0.6% 4.370
High 4.610 4.699 0.089 1.9% 4.589
Low 4.514 4.522 0.008 0.2% 4.269
Close 4.522 4.677 0.155 3.4% 4.581
Range 0.096 0.177 0.081 84.4% 0.320
ATR 0.117 0.121 0.004 3.7% 0.000
Volume 13,248 10,038 -3,210 -24.2% 53,917
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.164 5.097 4.774
R3 4.987 4.920 4.726
R2 4.810 4.810 4.709
R1 4.743 4.743 4.693 4.777
PP 4.633 4.633 4.633 4.649
S1 4.566 4.566 4.661 4.600
S2 4.456 4.456 4.645
S3 4.279 4.389 4.628
S4 4.102 4.212 4.580
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.440 5.330 4.757
R3 5.120 5.010 4.669
R2 4.800 4.800 4.640
R1 4.690 4.690 4.610 4.745
PP 4.480 4.480 4.480 4.507
S1 4.370 4.370 4.552 4.425
S2 4.160 4.160 4.522
S3 3.840 4.050 4.493
S4 3.520 3.730 4.405
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.699 4.440 0.259 5.5% 0.120 2.6% 92% True False 13,373
10 4.699 4.252 0.447 9.6% 0.123 2.6% 95% True False 14,354
20 4.699 4.193 0.506 10.8% 0.119 2.5% 96% True False 17,262
40 4.719 3.994 0.725 15.5% 0.124 2.6% 94% False False 13,515
60 4.719 3.994 0.725 15.5% 0.118 2.5% 94% False False 10,858
80 4.896 3.994 0.902 19.3% 0.117 2.5% 76% False False 9,206
100 4.896 3.994 0.902 19.3% 0.117 2.5% 76% False False 7,768
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.451
2.618 5.162
1.618 4.985
1.000 4.876
0.618 4.808
HIGH 4.699
0.618 4.631
0.500 4.611
0.382 4.590
LOW 4.522
0.618 4.413
1.000 4.345
1.618 4.236
2.618 4.059
4.250 3.770
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 4.655 4.653
PP 4.633 4.630
S1 4.611 4.606

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

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