NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 4.440 4.492 0.052 1.2% 4.215
High 4.498 4.589 0.091 2.0% 4.433
Low 4.430 4.440 0.010 0.2% 4.193
Close 4.476 4.581 0.105 2.3% 4.387
Range 0.068 0.149 0.081 119.1% 0.240
ATR 0.122 0.124 0.002 1.6% 0.000
Volume 14,649 16,146 1,497 10.2% 101,495
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.984 4.931 4.663
R3 4.835 4.782 4.622
R2 4.686 4.686 4.608
R1 4.633 4.633 4.595 4.660
PP 4.537 4.537 4.537 4.550
S1 4.484 4.484 4.567 4.511
S2 4.388 4.388 4.554
S3 4.239 4.335 4.540
S4 4.090 4.186 4.499
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 4.589 4.269 0.320 7.0% 0.120 2.6% 98% True False 14,675
10 4.589 4.193 0.396 8.6% 0.117 2.5% 98% True False 18,372
20 4.719 4.193 0.526 11.5% 0.128 2.8% 74% False False 16,757
40 4.719 3.994 0.725 15.8% 0.126 2.8% 81% False False 12,888
60 4.719 3.994 0.725 15.8% 0.118 2.6% 81% False False 10,338
80 4.896 3.994 0.902 19.7% 0.116 2.5% 65% False False 8,636
100 4.896 3.994 0.902 19.7% 0.116 2.5% 65% False False 7,324
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.222
2.618 4.979
1.618 4.830
1.000 4.738
0.618 4.681
HIGH 4.589
0.618 4.532
0.500 4.515
0.382 4.497
LOW 4.440
0.618 4.348
1.000 4.291
1.618 4.199
2.618 4.050
4.250 3.807
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 4.559 4.535
PP 4.537 4.489
S1 4.515 4.444

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

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