NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 4.535 4.674 0.139 3.1% 4.569
High 4.699 4.809 0.110 2.3% 4.809
Low 4.522 4.665 0.143 3.2% 4.513
Close 4.677 4.802 0.125 2.7% 4.802
Range 0.177 0.144 -0.033 -18.6% 0.296
ATR 0.121 0.123 0.002 1.3% 0.000
Volume 10,038 25,113 15,075 150.2% 75,835
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.191 5.140 4.881
R3 5.047 4.996 4.842
R2 4.903 4.903 4.828
R1 4.852 4.852 4.815 4.878
PP 4.759 4.759 4.759 4.771
S1 4.708 4.708 4.789 4.734
S2 4.615 4.615 4.776
S3 4.471 4.564 4.762
S4 4.327 4.420 4.723
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.596 5.495 4.965
R3 5.300 5.199 4.883
R2 5.004 5.004 4.856
R1 4.903 4.903 4.829 4.954
PP 4.708 4.708 4.708 4.733
S1 4.607 4.607 4.775 4.658
S2 4.412 4.412 4.748
S3 4.116 4.311 4.721
S4 3.820 4.015 4.639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.809 4.513 0.296 6.2% 0.119 2.5% 98% True False 15,167
10 4.809 4.269 0.540 11.2% 0.120 2.5% 99% True False 14,921
20 4.809 4.193 0.616 12.8% 0.116 2.4% 99% True False 17,889
40 4.809 3.994 0.815 17.0% 0.125 2.6% 99% True False 13,969
60 4.809 3.994 0.815 17.0% 0.119 2.5% 99% True False 11,218
80 4.896 3.994 0.902 18.8% 0.117 2.4% 90% False False 9,492
100 4.896 3.994 0.902 18.8% 0.117 2.4% 90% False False 8,009
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 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.421
2.618 5.186
1.618 5.042
1.000 4.953
0.618 4.898
HIGH 4.809
0.618 4.754
0.500 4.737
0.382 4.720
LOW 4.665
0.618 4.576
1.000 4.521
1.618 4.432
2.618 4.288
4.250 4.053
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 4.780 4.755
PP 4.759 4.708
S1 4.737 4.662

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

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