NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 4.492 4.569 0.077 1.7% 4.370
High 4.589 4.618 0.029 0.6% 4.589
Low 4.440 4.525 0.085 1.9% 4.269
Close 4.581 4.566 -0.015 -0.3% 4.581
Range 0.149 0.093 -0.056 -37.6% 0.320
ATR 0.124 0.121 -0.002 -1.8% 0.000
Volume 16,146 16,554 408 2.5% 53,917
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.849 4.800 4.617
R3 4.756 4.707 4.592
R2 4.663 4.663 4.583
R1 4.614 4.614 4.575 4.592
PP 4.570 4.570 4.570 4.559
S1 4.521 4.521 4.557 4.499
S2 4.477 4.477 4.549
S3 4.384 4.428 4.540
S4 4.291 4.335 4.515
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.440 5.330 4.757
R3 5.120 5.010 4.669
R2 4.800 4.800 4.640
R1 4.690 4.690 4.610 4.745
PP 4.480 4.480 4.480 4.507
S1 4.370 4.370 4.552 4.425
S2 4.160 4.160 4.522
S3 3.840 4.050 4.493
S4 3.520 3.730 4.405
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.618 4.269 0.349 7.6% 0.124 2.7% 85% True False 14,094
10 4.618 4.193 0.425 9.3% 0.121 2.6% 88% True False 17,196
20 4.719 4.193 0.526 11.5% 0.123 2.7% 71% False False 17,042
40 4.719 3.994 0.725 15.9% 0.124 2.7% 79% False False 13,171
60 4.719 3.994 0.725 15.9% 0.117 2.6% 79% False False 10,463
80 4.896 3.994 0.902 19.8% 0.116 2.5% 63% False False 8,819
100 4.896 3.994 0.902 19.8% 0.116 2.5% 63% False False 7,472
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 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.013
2.618 4.861
1.618 4.768
1.000 4.711
0.618 4.675
HIGH 4.618
0.618 4.582
0.500 4.572
0.382 4.561
LOW 4.525
0.618 4.468
1.000 4.432
1.618 4.375
2.618 4.282
4.250 4.130
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 4.572 4.552
PP 4.570 4.538
S1 4.568 4.524

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

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