NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 4.850 4.876 0.026 0.5% 4.605
High 4.895 5.000 0.105 2.1% 4.886
Low 4.796 4.601 -0.195 -4.1% 4.570
Close 4.874 4.704 -0.170 -3.5% 4.739
Range 0.099 0.399 0.300 303.0% 0.316
ATR 0.134 0.153 0.019 14.1% 0.000
Volume 60,538 65,496 4,958 8.2% 184,295
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.965 5.734 4.923
R3 5.566 5.335 4.814
R2 5.167 5.167 4.777
R1 4.936 4.936 4.741 4.852
PP 4.768 4.768 4.768 4.727
S1 4.537 4.537 4.667 4.453
S2 4.369 4.369 4.631
S3 3.970 4.138 4.594
S4 3.571 3.739 4.485
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.680 5.525 4.913
R3 5.364 5.209 4.826
R2 5.048 5.048 4.797
R1 4.893 4.893 4.768 4.971
PP 4.732 4.732 4.732 4.770
S1 4.577 4.577 4.710 4.655
S2 4.416 4.416 4.681
S3 4.100 4.261 4.652
S4 3.784 3.945 4.565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.000 4.601 0.399 8.5% 0.163 3.5% 26% True True 55,182
10 5.000 4.290 0.710 15.1% 0.170 3.6% 58% True False 44,053
20 5.000 4.192 0.808 17.2% 0.145 3.1% 63% True False 32,377
40 5.000 4.192 0.808 17.2% 0.138 2.9% 63% True False 27,111
60 5.000 4.171 0.829 17.6% 0.134 2.8% 64% True False 23,007
80 5.000 3.994 1.006 21.4% 0.129 2.8% 71% True False 19,064
100 5.000 3.994 1.006 21.4% 0.125 2.6% 71% True False 16,253
120 5.000 3.994 1.006 21.4% 0.123 2.6% 71% True False 14,002
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 145 trading days
Fibonacci Retracements and Extensions
4.250 6.696
2.618 6.045
1.618 5.646
1.000 5.399
0.618 5.247
HIGH 5.000
0.618 4.848
0.500 4.801
0.382 4.753
LOW 4.601
0.618 4.354
1.000 4.202
1.618 3.955
2.618 3.556
4.250 2.905
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 4.801 4.801
PP 4.768 4.768
S1 4.736 4.736

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

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