NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 4.258 4.215 -0.043 -1.0% 4.507
High 4.267 4.341 0.074 1.7% 4.548
Low 4.214 4.193 -0.021 -0.5% 4.214
Close 4.243 4.309 0.066 1.6% 4.243
Range 0.053 0.148 0.095 179.2% 0.334
ATR 0.123 0.125 0.002 1.5% 0.000
Volume 28,310 26,926 -1,384 -4.9% 111,604
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.725 4.665 4.390
R3 4.577 4.517 4.350
R2 4.429 4.429 4.336
R1 4.369 4.369 4.323 4.399
PP 4.281 4.281 4.281 4.296
S1 4.221 4.221 4.295 4.251
S2 4.133 4.133 4.282
S3 3.985 4.073 4.268
S4 3.837 3.925 4.228
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.337 5.124 4.427
R3 5.003 4.790 4.335
R2 4.669 4.669 4.304
R1 4.456 4.456 4.274 4.396
PP 4.335 4.335 4.335 4.305
S1 4.122 4.122 4.212 4.062
S2 4.001 4.001 4.182
S3 3.667 3.788 4.151
S4 3.333 3.454 4.059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.517 4.193 0.324 7.5% 0.104 2.4% 36% False True 24,630
10 4.631 4.193 0.438 10.2% 0.127 3.0% 26% False True 18,499
20 4.719 4.061 0.658 15.3% 0.131 3.0% 38% False False 14,155
40 4.719 3.994 0.725 16.8% 0.121 2.8% 43% False False 10,763
60 4.896 3.994 0.902 20.9% 0.116 2.7% 35% False False 8,755
80 4.896 3.994 0.902 20.9% 0.117 2.7% 35% False False 7,227
100 4.896 3.994 0.902 20.9% 0.116 2.7% 35% False False 6,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.970
2.618 4.728
1.618 4.580
1.000 4.489
0.618 4.432
HIGH 4.341
0.618 4.284
0.500 4.267
0.382 4.250
LOW 4.193
0.618 4.102
1.000 4.045
1.618 3.954
2.618 3.806
4.250 3.564
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 4.295 4.298
PP 4.281 4.286
S1 4.267 4.275

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

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