NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 4.304 4.300 -0.004 -0.1% 4.376
High 4.353 4.307 -0.046 -1.1% 4.400
Low 4.297 4.212 -0.085 -2.0% 4.208
Close 4.316 4.214 -0.102 -2.4% 4.354
Range 0.056 0.095 0.039 69.6% 0.192
ATR 0.128 0.126 -0.002 -1.3% 0.000
Volume 20,156 23,943 3,787 18.8% 149,010
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 4.529 4.467 4.266
R3 4.434 4.372 4.240
R2 4.339 4.339 4.231
R1 4.277 4.277 4.223 4.261
PP 4.244 4.244 4.244 4.236
S1 4.182 4.182 4.205 4.166
S2 4.149 4.149 4.197
S3 4.054 4.087 4.188
S4 3.959 3.992 4.162
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 4.212 0.232 5.5% 0.113 2.7% 1% False True 19,827
10 4.451 4.208 0.243 5.8% 0.119 2.8% 2% False False 26,450
20 4.842 4.208 0.634 15.0% 0.128 3.0% 1% False False 23,547
40 4.842 4.193 0.649 15.4% 0.128 3.0% 3% False False 20,121
60 4.842 3.994 0.848 20.1% 0.126 3.0% 26% False False 16,222
80 4.842 3.994 0.848 20.1% 0.120 2.8% 26% False False 13,500
100 4.896 3.994 0.902 21.4% 0.119 2.8% 24% False False 11,463
120 4.896 3.994 0.902 21.4% 0.118 2.8% 24% False False 9,894
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.711
2.618 4.556
1.618 4.461
1.000 4.402
0.618 4.366
HIGH 4.307
0.618 4.271
0.500 4.260
0.382 4.248
LOW 4.212
0.618 4.153
1.000 4.117
1.618 4.058
2.618 3.963
4.250 3.808
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 4.260 4.321
PP 4.244 4.285
S1 4.229 4.250

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

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