NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 4.346 4.314 -0.032 -0.7% 4.507
High 4.346 4.373 0.027 0.6% 4.548
Low 4.260 4.276 0.016 0.4% 4.214
Close 4.304 4.333 0.029 0.7% 4.243
Range 0.086 0.097 0.011 12.8% 0.334
ATR 0.122 0.120 -0.002 -1.5% 0.000
Volume 19,050 16,609 -2,441 -12.8% 111,604
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.618 4.573 4.386
R3 4.521 4.476 4.360
R2 4.424 4.424 4.351
R1 4.379 4.379 4.342 4.402
PP 4.327 4.327 4.327 4.339
S1 4.282 4.282 4.324 4.305
S2 4.230 4.230 4.315
S3 4.133 4.185 4.306
S4 4.036 4.088 4.280
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 4.373 4.193 0.180 4.2% 0.100 2.3% 78% True False 22,822
10 4.610 4.193 0.417 9.6% 0.115 2.7% 34% False False 20,170
20 4.719 4.190 0.529 12.2% 0.126 2.9% 27% False False 15,186
40 4.719 3.994 0.725 16.7% 0.122 2.8% 47% False False 11,257
60 4.896 3.994 0.902 20.8% 0.116 2.7% 38% False False 9,236
80 4.896 3.994 0.902 20.8% 0.116 2.7% 38% False False 7,619
100 4.896 3.994 0.902 20.8% 0.115 2.7% 38% False False 6,484
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.785
2.618 4.627
1.618 4.530
1.000 4.470
0.618 4.433
HIGH 4.373
0.618 4.336
0.500 4.325
0.382 4.313
LOW 4.276
0.618 4.216
1.000 4.179
1.618 4.119
2.618 4.022
4.250 3.864
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 4.330 4.316
PP 4.327 4.300
S1 4.325 4.283

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

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