NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 4.674 4.780 0.106 2.3% 4.569
High 4.809 4.842 0.033 0.7% 4.809
Low 4.665 4.750 0.085 1.8% 4.513
Close 4.802 4.807 0.005 0.1% 4.802
Range 0.144 0.092 -0.052 -36.1% 0.296
ATR 0.123 0.121 -0.002 -1.8% 0.000
Volume 25,113 15,641 -9,472 -37.7% 75,835
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 5.076 5.033 4.858
R3 4.984 4.941 4.832
R2 4.892 4.892 4.824
R1 4.849 4.849 4.815 4.871
PP 4.800 4.800 4.800 4.810
S1 4.757 4.757 4.799 4.779
S2 4.708 4.708 4.790
S3 4.616 4.665 4.782
S4 4.524 4.573 4.756
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 4.842 4.513 0.329 6.8% 0.119 2.5% 89% True False 14,984
10 4.842 4.269 0.573 11.9% 0.121 2.5% 94% True False 14,539
20 4.842 4.193 0.649 13.5% 0.114 2.4% 95% True False 17,924
40 4.842 3.999 0.843 17.5% 0.125 2.6% 96% True False 14,101
60 4.842 3.994 0.848 17.6% 0.118 2.5% 96% True False 11,409
80 4.896 3.994 0.902 18.8% 0.117 2.4% 90% False False 9,634
100 4.896 3.994 0.902 18.8% 0.117 2.4% 90% False False 8,135
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 5.233
2.618 5.083
1.618 4.991
1.000 4.934
0.618 4.899
HIGH 4.842
0.618 4.807
0.500 4.796
0.382 4.785
LOW 4.750
0.618 4.693
1.000 4.658
1.618 4.601
2.618 4.509
4.250 4.359
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 4.803 4.765
PP 4.800 4.724
S1 4.796 4.682

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

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