NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 4.456 4.429 -0.027 -0.6% 4.341
High 4.505 4.600 0.095 2.1% 4.600
Low 4.290 4.408 0.118 2.8% 4.290
Close 4.405 4.557 0.152 3.5% 4.557
Range 0.215 0.192 -0.023 -10.7% 0.310
ATR 0.132 0.137 0.004 3.4% 0.000
Volume 17,600 31,479 13,879 78.9% 107,838
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.098 5.019 4.663
R3 4.906 4.827 4.610
R2 4.714 4.714 4.592
R1 4.635 4.635 4.575 4.675
PP 4.522 4.522 4.522 4.541
S1 4.443 4.443 4.539 4.483
S2 4.330 4.330 4.522
S3 4.138 4.251 4.504
S4 3.946 4.059 4.451
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.412 5.295 4.728
R3 5.102 4.985 4.642
R2 4.792 4.792 4.614
R1 4.675 4.675 4.585 4.734
PP 4.482 4.482 4.482 4.512
S1 4.365 4.365 4.529 4.424
S2 4.172 4.172 4.500
S3 3.862 4.055 4.472
S4 3.552 3.745 4.387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.600 4.290 0.310 6.8% 0.149 3.3% 86% True False 21,567
10 4.600 4.192 0.408 9.0% 0.137 3.0% 89% True False 20,435
20 4.842 4.192 0.650 14.3% 0.137 3.0% 56% False False 25,386
40 4.842 4.192 0.650 14.3% 0.126 2.8% 56% False False 21,637
60 4.842 3.994 0.848 18.6% 0.129 2.8% 66% False False 17,775
80 4.842 3.994 0.848 18.6% 0.123 2.7% 66% False False 14,760
100 4.896 3.994 0.902 19.8% 0.121 2.7% 62% False False 12,671
120 4.896 3.994 0.902 19.8% 0.121 2.6% 62% False False 10,905
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.416
2.618 5.103
1.618 4.911
1.000 4.792
0.618 4.719
HIGH 4.600
0.618 4.527
0.500 4.504
0.382 4.481
LOW 4.408
0.618 4.289
1.000 4.216
1.618 4.097
2.618 3.905
4.250 3.592
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 4.539 4.520
PP 4.522 4.482
S1 4.504 4.445

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

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