NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 4.313 4.355 0.042 1.0% 4.263
High 4.411 4.361 -0.050 -1.1% 4.422
Low 4.251 4.213 -0.038 -0.9% 4.194
Close 4.363 4.217 -0.146 -3.3% 4.311
Range 0.160 0.148 -0.012 -7.5% 0.228
ATR 0.137 0.138 0.001 0.7% 0.000
Volume 71,500 105,052 33,552 46.9% 439,287
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.708 4.610 4.298
R3 4.560 4.462 4.258
R2 4.412 4.412 4.244
R1 4.314 4.314 4.231 4.289
PP 4.264 4.264 4.264 4.251
S1 4.166 4.166 4.203 4.141
S2 4.116 4.116 4.190
S3 3.968 4.018 4.176
S4 3.820 3.870 4.136
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.993 4.880 4.436
R3 4.765 4.652 4.374
R2 4.537 4.537 4.353
R1 4.424 4.424 4.332 4.481
PP 4.309 4.309 4.309 4.337
S1 4.196 4.196 4.290 4.253
S2 4.081 4.081 4.269
S3 3.853 3.968 4.248
S4 3.625 3.740 4.186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.422 4.213 0.209 5.0% 0.141 3.4% 2% False True 92,770
10 4.476 4.186 0.290 6.9% 0.133 3.2% 11% False False 80,873
20 5.000 4.186 0.814 19.3% 0.143 3.4% 4% False False 68,033
40 5.000 4.186 0.814 19.3% 0.137 3.3% 4% False False 48,561
60 5.000 4.186 0.814 19.3% 0.135 3.2% 4% False False 39,417
80 5.000 4.061 0.939 22.3% 0.134 3.2% 17% False False 32,912
100 5.000 3.994 1.006 23.9% 0.128 3.0% 22% False False 27,774
120 5.000 3.994 1.006 23.9% 0.125 3.0% 22% False False 23,913
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.990
2.618 4.748
1.618 4.600
1.000 4.509
0.618 4.452
HIGH 4.361
0.618 4.304
0.500 4.287
0.382 4.270
LOW 4.213
0.618 4.122
1.000 4.065
1.618 3.974
2.618 3.826
4.250 3.584
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 4.287 4.312
PP 4.264 4.280
S1 4.240 4.249

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

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