NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 4.858 4.850 -0.008 -0.2% 4.605
High 4.885 4.895 0.010 0.2% 4.886
Low 4.800 4.796 -0.004 -0.1% 4.570
Close 4.858 4.874 0.016 0.3% 4.739
Range 0.085 0.099 0.014 16.5% 0.316
ATR 0.137 0.134 -0.003 -2.0% 0.000
Volume 50,455 60,538 10,083 20.0% 184,295
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.152 5.112 4.928
R3 5.053 5.013 4.901
R2 4.954 4.954 4.892
R1 4.914 4.914 4.883 4.934
PP 4.855 4.855 4.855 4.865
S1 4.815 4.815 4.865 4.835
S2 4.756 4.756 4.856
S3 4.657 4.716 4.847
S4 4.558 4.617 4.820
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.680 5.525 4.913
R3 5.364 5.209 4.826
R2 5.048 5.048 4.797
R1 4.893 4.893 4.768 4.971
PP 4.732 4.732 4.732 4.770
S1 4.577 4.577 4.710 4.655
S2 4.416 4.416 4.681
S3 4.100 4.261 4.652
S4 3.784 3.945 4.565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.895 4.663 0.232 4.8% 0.128 2.6% 91% True False 50,077
10 4.895 4.290 0.605 12.4% 0.136 2.8% 97% True False 39,318
20 4.895 4.192 0.703 14.4% 0.132 2.7% 97% True False 30,355
40 4.895 4.192 0.703 14.4% 0.130 2.7% 97% True False 25,950
60 4.895 4.061 0.834 17.1% 0.130 2.7% 97% True False 22,018
80 4.895 3.994 0.901 18.5% 0.125 2.6% 98% True False 18,356
100 4.896 3.994 0.902 18.5% 0.122 2.5% 98% False False 15,633
120 4.896 3.994 0.902 18.5% 0.121 2.5% 98% False False 13,468
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.316
2.618 5.154
1.618 5.055
1.000 4.994
0.618 4.956
HIGH 4.895
0.618 4.857
0.500 4.846
0.382 4.834
LOW 4.796
0.618 4.735
1.000 4.697
1.618 4.636
2.618 4.537
4.250 4.375
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 4.865 4.860
PP 4.855 4.846
S1 4.846 4.832

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

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