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

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

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