NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 4.341 4.421 0.080 1.8% 4.355
High 4.472 4.489 0.017 0.4% 4.444
Low 4.326 4.360 0.034 0.8% 4.192
Close 4.438 4.437 -0.001 0.0% 4.340
Range 0.146 0.129 -0.017 -11.6% 0.252
ATR 0.131 0.131 0.000 -0.1% 0.000
Volume 16,016 24,594 8,578 53.6% 96,512
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 4.816 4.755 4.508
R3 4.687 4.626 4.472
R2 4.558 4.558 4.461
R1 4.497 4.497 4.449 4.528
PP 4.429 4.429 4.429 4.444
S1 4.368 4.368 4.425 4.399
S2 4.300 4.300 4.413
S3 4.171 4.239 4.402
S4 4.042 4.110 4.366
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.081 4.963 4.479
R3 4.829 4.711 4.409
R2 4.577 4.577 4.386
R1 4.459 4.459 4.363 4.392
PP 4.325 4.325 4.325 4.292
S1 4.207 4.207 4.317 4.140
S2 4.073 4.073 4.294
S3 3.821 3.955 4.271
S4 3.569 3.703 4.201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.489 4.192 0.297 6.7% 0.120 2.7% 82% True False 21,126
10 4.489 4.192 0.297 6.7% 0.127 2.9% 82% True False 21,392
20 4.842 4.192 0.650 14.6% 0.134 3.0% 38% False False 24,445
40 4.842 4.192 0.650 14.6% 0.127 2.9% 38% False False 20,745
60 4.842 3.994 0.848 19.1% 0.127 2.9% 52% False False 16,983
80 4.842 3.994 0.848 19.1% 0.121 2.7% 52% False False 14,053
100 4.896 3.994 0.902 20.3% 0.120 2.7% 49% False False 12,045
120 4.896 3.994 0.902 20.3% 0.119 2.7% 49% False False 10,381
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 0.033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.037
2.618 4.827
1.618 4.698
1.000 4.618
0.618 4.569
HIGH 4.489
0.618 4.440
0.500 4.425
0.382 4.409
LOW 4.360
0.618 4.280
1.000 4.231
1.618 4.151
2.618 4.022
4.250 3.812
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 4.433 4.405
PP 4.429 4.373
S1 4.425 4.341

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

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