NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 24-Jun-2011

Day Change Summary
	Previous	Current
	23-Jun-2011	24-Jun-2011	Change	Change %	Previous Week
Open	4.333	4.228	-0.105	-2.4%	4.343
High	4.370	4.271	-0.099	-2.3%	4.476
Low	4.186	4.195	0.009	0.2%	4.186
Close	4.217	4.263	0.046	1.1%	4.263
Range	0.184	0.076	-0.108	-58.7%	0.290
ATR	0.144	0.140	-0.005	-3.4%	0.000
Volume	99,298	35,369	-63,929	-64.4%	283,061

Daily Pivots for day following 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.471	4.443	4.305
R3	4.395	4.367	4.284
R2	4.319	4.319	4.277
R1	4.291	4.291	4.270	4.305
PP	4.243	4.243	4.243	4.250
S1	4.215	4.215	4.256	4.229
S2	4.167	4.167	4.249
S3	4.091	4.139	4.242
S4	4.015	4.063	4.221

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.178	5.011	4.423
R3	4.888	4.721	4.343
R2	4.598	4.598	4.316
R1	4.431	4.431	4.290	4.370
PP	4.308	4.308	4.308	4.278
S1	4.141	4.141	4.236	4.080
S2	4.018	4.018	4.210
S3	3.728	3.851	4.183
S4	3.438	3.561	4.104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.476	4.186	0.290	6.8%	0.124	2.9%	27%	False	False	56,612
10	4.841	4.186	0.655	15.4%	0.131	3.1%	12%	False	False	53,066
20	5.000	4.186	0.814	19.1%	0.146	3.4%	9%	False	False	52,086
40	5.000	4.186	0.814	19.1%	0.140	3.3%	9%	False	False	38,577
60	5.000	4.186	0.814	19.1%	0.133	3.1%	9%	False	False	31,472
80	5.000	3.994	1.006	23.6%	0.132	3.1%	27%	False	False	26,046
100	5.000	3.994	1.006	23.6%	0.127	3.0%	27%	False	False	21,946
120	5.000	3.994	1.006	23.6%	0.125	2.9%	27%	False	False	18,997

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	4.594
2.618	4.470
1.618	4.394
1.000	4.347
0.618	4.318
HIGH	4.271
0.618	4.242
0.500	4.233
0.382	4.224
LOW	4.195
0.618	4.148
1.000	4.119
1.618	4.072
2.618	3.996
4.250	3.872

Fisher Pivots for day following 24-Jun-2011
Pivot	1 day	3 day
R1	4.253	4.331
PP	4.243	4.308
S1	4.233	4.286

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols