NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 4.376 4.302 -0.074 -1.7% 4.780
High 4.400 4.373 -0.027 -0.6% 4.842
Low 4.256 4.266 0.010 0.2% 4.323
Close 4.261 4.345 0.084 2.0% 4.342
Range 0.144 0.107 -0.037 -25.7% 0.519
ATR 0.134 0.133 -0.002 -1.2% 0.000
Volume 36,995 35,214 -1,781 -4.8% 154,375
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 4.649 4.604 4.404
R3 4.542 4.497 4.374
R2 4.435 4.435 4.365
R1 4.390 4.390 4.355 4.413
PP 4.328 4.328 4.328 4.339
S1 4.283 4.283 4.335 4.306
S2 4.221 4.221 4.325
S3 4.114 4.176 4.316
S4 4.007 4.069 4.286
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 6.059 5.720 4.627
R3 5.540 5.201 4.485
R2 5.021 5.021 4.437
R1 4.682 4.682 4.390 4.592
PP 4.502 4.502 4.502 4.458
S1 4.163 4.163 4.294 4.073
S2 3.983 3.983 4.247
S3 3.464 3.644 4.199
S4 2.945 3.125 4.057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.799 4.256 0.543 12.5% 0.170 3.9% 16% False False 38,126
10 4.842 4.256 0.586 13.5% 0.142 3.3% 15% False False 27,498
20 4.842 4.252 0.590 13.6% 0.128 2.9% 16% False False 21,545
40 4.842 4.061 0.781 18.0% 0.130 3.0% 36% False False 17,850
60 4.842 3.994 0.848 19.5% 0.123 2.8% 41% False False 14,357
80 4.896 3.994 0.902 20.8% 0.119 2.7% 39% False False 11,952
100 4.896 3.994 0.902 20.8% 0.119 2.7% 39% False False 10,091
120 4.896 3.994 0.902 20.8% 0.118 2.7% 39% False False 8,728
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 0.026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.828
2.618 4.653
1.618 4.546
1.000 4.480
0.618 4.439
HIGH 4.373
0.618 4.332
0.500 4.320
0.382 4.307
LOW 4.266
0.618 4.200
1.000 4.159
1.618 4.093
2.618 3.986
4.250 3.811
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 4.337 4.354
PP 4.328 4.351
S1 4.320 4.348

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

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