NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 4.621 4.476 -0.145 -3.1% 4.821
High 4.628 4.485 -0.143 -3.1% 4.841
Low 4.447 4.353 -0.094 -2.1% 4.353
Close 4.450 4.360 -0.090 -2.0% 4.360
Range 0.181 0.132 -0.049 -27.1% 0.488
ATR 0.148 0.147 -0.001 -0.8% 0.000
Volume 38,557 56,949 18,392 47.7% 247,606
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.795 4.710 4.433
R3 4.663 4.578 4.396
R2 4.531 4.531 4.384
R1 4.446 4.446 4.372 4.423
PP 4.399 4.399 4.399 4.388
S1 4.314 4.314 4.348 4.291
S2 4.267 4.267 4.336
S3 4.135 4.182 4.324
S4 4.003 4.050 4.287
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.982 5.659 4.628
R3 5.494 5.171 4.494
R2 5.006 5.006 4.449
R1 4.683 4.683 4.405 4.601
PP 4.518 4.518 4.518 4.477
S1 4.195 4.195 4.315 4.113
S2 4.030 4.030 4.271
S3 3.542 3.707 4.226
S4 3.054 3.219 4.092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.841 4.353 0.488 11.2% 0.138 3.2% 1% False True 49,521
10 5.000 4.353 0.647 14.8% 0.151 3.5% 1% False True 54,289
20 5.000 4.192 0.808 18.5% 0.151 3.5% 21% False False 42,797
40 5.000 4.192 0.808 18.5% 0.140 3.2% 21% False False 33,172
60 5.000 4.192 0.808 18.5% 0.136 3.1% 21% False False 27,680
80 5.000 3.994 1.006 23.1% 0.133 3.0% 36% False False 22,866
100 5.000 3.994 1.006 23.1% 0.126 2.9% 36% False False 19,360
120 5.000 3.994 1.006 23.1% 0.124 2.8% 36% False False 16,685
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 2 trading days
Fibonacci Retracements and Extensions
4.250 5.046
2.618 4.831
1.618 4.699
1.000 4.617
0.618 4.567
HIGH 4.485
0.618 4.435
0.500 4.419
0.382 4.403
LOW 4.353
0.618 4.271
1.000 4.221
1.618 4.139
2.618 4.007
4.250 3.792
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 4.419 4.496
PP 4.399 4.450
S1 4.380 4.405

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

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