NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 4.288 4.300 0.012 0.3% 4.376
High 4.333 4.374 0.041 0.9% 4.400
Low 4.208 4.259 0.051 1.2% 4.208
Close 4.300 4.354 0.054 1.3% 4.354
Range 0.125 0.115 -0.010 -8.0% 0.192
ATR 0.132 0.131 -0.001 -0.9% 0.000
Volume 28,190 23,549 -4,641 -16.5% 149,010
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.674 4.629 4.417
R3 4.559 4.514 4.386
R2 4.444 4.444 4.375
R1 4.399 4.399 4.365 4.422
PP 4.329 4.329 4.329 4.340
S1 4.284 4.284 4.343 4.307
S2 4.214 4.214 4.333
S3 4.099 4.169 4.322
S4 3.984 4.054 4.291
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.897 4.817 4.460
R3 4.705 4.625 4.407
R2 4.513 4.513 4.389
R1 4.433 4.433 4.372 4.377
PP 4.321 4.321 4.321 4.293
S1 4.241 4.241 4.336 4.185
S2 4.129 4.129 4.319
S3 3.937 4.049 4.301
S4 3.745 3.857 4.248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.400 4.208 0.192 4.4% 0.124 2.8% 76% False False 29,802
10 4.842 4.208 0.634 14.6% 0.137 3.1% 23% False False 30,338
20 4.842 4.208 0.634 14.6% 0.128 2.9% 23% False False 22,629
40 4.842 4.193 0.649 14.9% 0.126 2.9% 25% False False 19,114
60 4.842 3.994 0.848 19.5% 0.126 2.9% 42% False False 15,268
80 4.896 3.994 0.902 20.7% 0.120 2.8% 40% False False 12,783
100 4.896 3.994 0.902 20.7% 0.118 2.7% 40% False False 10,798
120 4.896 3.994 0.902 20.7% 0.117 2.7% 40% False False 9,325
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 0.031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.863
2.618 4.675
1.618 4.560
1.000 4.489
0.618 4.445
HIGH 4.374
0.618 4.330
0.500 4.317
0.382 4.303
LOW 4.259
0.618 4.188
1.000 4.144
1.618 4.073
2.618 3.958
4.250 3.770
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 4.342 4.335
PP 4.329 4.317
S1 4.317 4.298

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

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