NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 4.314 4.338 0.024 0.6% 4.507
High 4.373 4.433 0.060 1.4% 4.548
Low 4.276 4.252 -0.024 -0.6% 4.214
Close 4.333 4.389 0.056 1.3% 4.243
Range 0.097 0.181 0.084 86.6% 0.334
ATR 0.120 0.124 0.004 3.6% 0.000
Volume 16,609 19,451 2,842 17.1% 111,604
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.901 4.826 4.489
R3 4.720 4.645 4.439
R2 4.539 4.539 4.422
R1 4.464 4.464 4.406 4.502
PP 4.358 4.358 4.358 4.377
S1 4.283 4.283 4.372 4.321
S2 4.177 4.177 4.356
S3 3.996 4.102 4.339
S4 3.815 3.921 4.289
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 4.433 4.193 0.240 5.5% 0.113 2.6% 82% True False 22,069
10 4.599 4.193 0.406 9.3% 0.112 2.5% 48% False False 20,857
20 4.719 4.193 0.526 12.0% 0.124 2.8% 37% False False 15,598
40 4.719 3.994 0.725 16.5% 0.124 2.8% 54% False False 11,588
60 4.896 3.994 0.902 20.6% 0.118 2.7% 44% False False 9,501
80 4.896 3.994 0.902 20.6% 0.116 2.6% 44% False False 7,840
100 4.896 3.994 0.902 20.6% 0.115 2.6% 44% False False 6,664
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 0.028
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.202
2.618 4.907
1.618 4.726
1.000 4.614
0.618 4.545
HIGH 4.433
0.618 4.364
0.500 4.343
0.382 4.321
LOW 4.252
0.618 4.140
1.000 4.071
1.618 3.959
2.618 3.778
4.250 3.483
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 4.374 4.374
PP 4.358 4.358
S1 4.343 4.343

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

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