NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 4.370 4.311 -0.059 -1.4% 4.215
High 4.435 4.441 0.006 0.1% 4.433
Low 4.269 4.298 0.029 0.7% 4.193
Close 4.309 4.426 0.117 2.7% 4.387
Range 0.166 0.143 -0.023 -13.9% 0.240
ATR 0.124 0.125 0.001 1.1% 0.000
Volume 13,984 9,138 -4,846 -34.7% 101,495
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.817 4.765 4.505
R3 4.674 4.622 4.465
R2 4.531 4.531 4.452
R1 4.479 4.479 4.439 4.505
PP 4.388 4.388 4.388 4.402
S1 4.336 4.336 4.413 4.362
S2 4.245 4.245 4.400
S3 4.102 4.193 4.387
S4 3.959 4.050 4.347
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 4.441 4.252 0.189 4.3% 0.132 3.0% 92% True False 15,728
10 4.443 4.193 0.250 5.6% 0.118 2.7% 93% False False 19,944
20 4.719 4.193 0.526 11.9% 0.130 2.9% 44% False False 16,336
40 4.719 3.994 0.725 16.4% 0.126 2.9% 60% False False 12,275
60 4.719 3.994 0.725 16.4% 0.117 2.7% 60% False False 9,955
80 4.896 3.994 0.902 20.4% 0.116 2.6% 48% False False 8,273
100 4.896 3.994 0.902 20.4% 0.116 2.6% 48% False False 7,037
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.049
2.618 4.815
1.618 4.672
1.000 4.584
0.618 4.529
HIGH 4.441
0.618 4.386
0.500 4.370
0.382 4.353
LOW 4.298
0.618 4.210
1.000 4.155
1.618 4.067
2.618 3.924
4.250 3.690
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 4.407 4.402
PP 4.388 4.379
S1 4.370 4.355

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

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