NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 4.476 4.343 -0.133 -3.0% 4.821
High 4.485 4.409 -0.076 -1.7% 4.841
Low 4.353 4.305 -0.048 -1.1% 4.353
Close 4.360 4.352 -0.008 -0.2% 4.360
Range 0.132 0.104 -0.028 -21.2% 0.488
ATR 0.147 0.144 -0.003 -2.1% 0.000
Volume 56,949 43,496 -13,453 -23.6% 247,606
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.667 4.614 4.409
R3 4.563 4.510 4.381
R2 4.459 4.459 4.371
R1 4.406 4.406 4.362 4.433
PP 4.355 4.355 4.355 4.369
S1 4.302 4.302 4.342 4.329
S2 4.251 4.251 4.333
S3 4.147 4.198 4.323
S4 4.043 4.094 4.295
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 4.691 4.305 0.386 8.9% 0.119 2.7% 12% False True 48,383
10 5.000 4.305 0.695 16.0% 0.150 3.4% 7% False True 55,571
20 5.000 4.290 0.710 16.3% 0.148 3.4% 9% False False 43,926
40 5.000 4.192 0.808 18.6% 0.138 3.2% 20% False False 33,856
60 5.000 4.192 0.808 18.6% 0.135 3.1% 20% False False 28,156
80 5.000 3.994 1.006 23.1% 0.132 3.0% 36% False False 23,372
100 5.000 3.994 1.006 23.1% 0.126 2.9% 36% False False 19,745
120 5.000 3.994 1.006 23.1% 0.124 2.8% 36% False False 17,043
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 0.035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.851
2.618 4.681
1.618 4.577
1.000 4.513
0.618 4.473
HIGH 4.409
0.618 4.369
0.500 4.357
0.382 4.345
LOW 4.305
0.618 4.241
1.000 4.201
1.618 4.137
2.618 4.033
4.250 3.863
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 4.357 4.467
PP 4.355 4.428
S1 4.354 4.390

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

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