NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 4.300 4.355 0.055 1.3% 4.376
High 4.374 4.444 0.070 1.6% 4.400
Low 4.259 4.305 0.046 1.1% 4.208
Close 4.354 4.423 0.069 1.6% 4.354
Range 0.115 0.139 0.024 20.9% 0.192
ATR 0.131 0.131 0.001 0.5% 0.000
Volume 23,549 16,962 -6,587 -28.0% 149,010
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 4.808 4.754 4.499
R3 4.669 4.615 4.461
R2 4.530 4.530 4.448
R1 4.476 4.476 4.436 4.503
PP 4.391 4.391 4.391 4.404
S1 4.337 4.337 4.410 4.364
S2 4.252 4.252 4.398
S3 4.113 4.198 4.385
S4 3.974 4.059 4.347
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 4.444 4.208 0.236 5.3% 0.123 2.8% 91% True False 25,795
10 4.830 4.208 0.622 14.1% 0.141 3.2% 35% False False 30,470
20 4.842 4.208 0.634 14.3% 0.131 3.0% 34% False False 22,504
40 4.842 4.193 0.649 14.7% 0.127 2.9% 35% False False 19,246
60 4.842 3.994 0.848 19.2% 0.126 2.9% 51% False False 15,449
80 4.896 3.994 0.902 20.4% 0.120 2.7% 48% False False 12,938
100 4.896 3.994 0.902 20.4% 0.118 2.7% 48% False False 10,924
120 4.896 3.994 0.902 20.4% 0.118 2.7% 48% False False 9,455
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.035
2.618 4.808
1.618 4.669
1.000 4.583
0.618 4.530
HIGH 4.444
0.618 4.391
0.500 4.375
0.382 4.358
LOW 4.305
0.618 4.219
1.000 4.166
1.618 4.080
2.618 3.941
4.250 3.714
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 4.407 4.391
PP 4.391 4.358
S1 4.375 4.326

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

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