NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 4.228 4.263 0.035 0.8% 4.343
High 4.271 4.285 0.014 0.3% 4.476
Low 4.195 4.194 -0.001 0.0% 4.186
Close 4.263 4.264 0.001 0.0% 4.263
Range 0.076 0.091 0.015 19.7% 0.290
ATR 0.140 0.136 -0.003 -2.5% 0.000
Volume 35,369 66,242 30,873 87.3% 283,061
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.521 4.483 4.314
R3 4.430 4.392 4.289
R2 4.339 4.339 4.281
R1 4.301 4.301 4.272 4.320
PP 4.248 4.248 4.248 4.257
S1 4.210 4.210 4.256 4.229
S2 4.157 4.157 4.247
S3 4.066 4.119 4.239
S4 3.975 4.028 4.214
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% 0.121 2.8% 27% False False 61,161
10 4.691 4.186 0.505 11.8% 0.120 2.8% 15% False False 54,772
20 5.000 4.186 0.814 19.1% 0.141 3.3% 10% False False 53,824
40 5.000 4.186 0.814 19.1% 0.139 3.3% 10% False False 39,605
60 5.000 4.186 0.814 19.1% 0.131 3.1% 10% False False 32,366
80 5.000 3.994 1.006 23.6% 0.132 3.1% 27% False False 26,787
100 5.000 3.994 1.006 23.6% 0.127 3.0% 27% False False 22,573
120 5.000 3.994 1.006 23.6% 0.125 2.9% 27% False False 19,530
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.672
2.618 4.523
1.618 4.432
1.000 4.376
0.618 4.341
HIGH 4.285
0.618 4.250
0.500 4.240
0.382 4.229
LOW 4.194
0.618 4.138
1.000 4.103
1.618 4.047
2.618 3.956
4.250 3.807
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 4.256 4.278
PP 4.248 4.273
S1 4.240 4.269

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

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