NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 4.450 4.333 -0.117 -2.6% 4.821
High 4.476 4.370 -0.106 -2.4% 4.841
Low 4.331 4.186 -0.145 -3.3% 4.353
Close 4.350 4.217 -0.133 -3.1% 4.360
Range 0.145 0.184 0.039 26.9% 0.488
ATR 0.141 0.144 0.003 2.2% 0.000
Volume 58,233 99,298 41,065 70.5% 247,606
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.810 4.697 4.318
R3 4.626 4.513 4.268
R2 4.442 4.442 4.251
R1 4.329 4.329 4.234 4.294
PP 4.258 4.258 4.258 4.240
S1 4.145 4.145 4.200 4.110
S2 4.074 4.074 4.183
S3 3.890 3.961 4.166
S4 3.706 3.777 4.116
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.982 5.659 4.628
R3 5.494 5.171 4.494
R2 5.006 5.006 4.449
R1 4.683 4.683 4.405 4.601
PP 4.518 4.518 4.518 4.477
S1 4.195 4.195 4.315 4.113
S2 4.030 4.030 4.271
S3 3.542 3.707 4.226
S4 3.054 3.219 4.092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.485 4.186 0.299 7.1% 0.135 3.2% 10% False True 60,928
10 4.841 4.186 0.655 15.5% 0.135 3.2% 5% False True 58,342
20 5.000 4.186 0.814 19.3% 0.153 3.6% 4% False True 51,198
40 5.000 4.186 0.814 19.3% 0.143 3.4% 4% False True 37,944
60 5.000 4.186 0.814 19.3% 0.134 3.2% 4% False True 31,027
80 5.000 3.994 1.006 23.9% 0.132 3.1% 22% False False 25,683
100 5.000 3.994 1.006 23.9% 0.127 3.0% 22% False False 21,633
120 5.000 3.994 1.006 23.9% 0.125 3.0% 22% False False 18,713
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.152
2.618 4.852
1.618 4.668
1.000 4.554
0.618 4.484
HIGH 4.370
0.618 4.300
0.500 4.278
0.382 4.256
LOW 4.186
0.618 4.072
1.000 4.002
1.618 3.888
2.618 3.704
4.250 3.404
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 4.278 4.331
PP 4.258 4.293
S1 4.237 4.255

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

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