NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 4.343 4.364 0.021 0.5% 4.821
High 4.409 4.448 0.039 0.9% 4.841
Low 4.305 4.339 0.034 0.8% 4.353
Close 4.352 4.445 0.093 2.1% 4.360
Range 0.104 0.109 0.005 4.8% 0.488
ATR 0.144 0.141 -0.002 -1.7% 0.000
Volume 43,496 46,665 3,169 7.3% 247,606
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.738 4.700 4.505
R3 4.629 4.591 4.475
R2 4.520 4.520 4.465
R1 4.482 4.482 4.455 4.501
PP 4.411 4.411 4.411 4.420
S1 4.373 4.373 4.435 4.392
S2 4.302 4.302 4.425
S3 4.193 4.264 4.415
S4 4.084 4.155 4.385
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 4.638 4.305 0.333 7.5% 0.122 2.7% 42% False False 46,007
10 5.000 4.305 0.695 15.6% 0.152 3.4% 20% False False 55,192
20 5.000 4.290 0.710 16.0% 0.146 3.3% 22% False False 45,458
40 5.000 4.192 0.808 18.2% 0.139 3.1% 31% False False 34,609
60 5.000 4.192 0.808 18.2% 0.134 3.0% 31% False False 28,753
80 5.000 3.994 1.006 22.6% 0.131 3.0% 45% False False 23,890
100 5.000 3.994 1.006 22.6% 0.126 2.8% 45% False False 20,121
120 5.000 3.994 1.006 22.6% 0.124 2.8% 45% False False 17,416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.911
2.618 4.733
1.618 4.624
1.000 4.557
0.618 4.515
HIGH 4.448
0.618 4.406
0.500 4.394
0.382 4.381
LOW 4.339
0.618 4.272
1.000 4.230
1.618 4.163
2.618 4.054
4.250 3.876
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 4.428 4.428
PP 4.411 4.412
S1 4.394 4.395

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

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