NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 4.311 4.440 0.129 3.0% 4.215
High 4.441 4.498 0.057 1.3% 4.433
Low 4.298 4.430 0.132 3.1% 4.193
Close 4.426 4.476 0.050 1.1% 4.387
Range 0.143 0.068 -0.075 -52.4% 0.240
ATR 0.125 0.122 -0.004 -3.0% 0.000
Volume 9,138 14,649 5,511 60.3% 101,495
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.672 4.642 4.513
R3 4.604 4.574 4.495
R2 4.536 4.536 4.488
R1 4.506 4.506 4.482 4.521
PP 4.468 4.468 4.468 4.476
S1 4.438 4.438 4.470 4.453
S2 4.400 4.400 4.464
S3 4.332 4.370 4.457
S4 4.264 4.302 4.439
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.058 4.962 4.519
R3 4.818 4.722 4.453
R2 4.578 4.578 4.431
R1 4.482 4.482 4.409 4.530
PP 4.338 4.338 4.338 4.362
S1 4.242 4.242 4.365 4.290
S2 4.098 4.098 4.343
S3 3.858 4.002 4.321
S4 3.618 3.762 4.255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.498 4.252 0.246 5.5% 0.127 2.8% 91% True False 15,336
10 4.498 4.193 0.305 6.8% 0.113 2.5% 93% True False 19,079
20 4.719 4.193 0.526 11.8% 0.129 2.9% 54% False False 16,695
40 4.719 3.994 0.725 16.2% 0.126 2.8% 66% False False 12,560
60 4.719 3.994 0.725 16.2% 0.117 2.6% 66% False False 10,151
80 4.896 3.994 0.902 20.2% 0.116 2.6% 53% False False 8,442
100 4.896 3.994 0.902 20.2% 0.116 2.6% 53% False False 7,164
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.030
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.787
2.618 4.676
1.618 4.608
1.000 4.566
0.618 4.540
HIGH 4.498
0.618 4.472
0.500 4.464
0.382 4.456
LOW 4.430
0.618 4.388
1.000 4.362
1.618 4.320
2.618 4.252
4.250 4.141
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 4.472 4.445
PP 4.468 4.414
S1 4.464 4.384

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

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