NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 4.320 4.375 0.055 1.3% 4.313
High 4.418 4.409 -0.009 -0.2% 4.411
Low 4.313 4.252 -0.061 -1.4% 4.064
Close 4.403 4.378 -0.025 -0.6% 4.205
Range 0.105 0.157 0.052 49.5% 0.347
ATR 0.136 0.138 0.001 1.1% 0.000
Volume 102,670 135,674 33,004 32.1% 390,192
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.817 4.755 4.464
R3 4.660 4.598 4.421
R2 4.503 4.503 4.407
R1 4.441 4.441 4.392 4.472
PP 4.346 4.346 4.346 4.362
S1 4.284 4.284 4.364 4.315
S2 4.189 4.189 4.349
S3 4.032 4.127 4.335
S4 3.875 3.970 4.292
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.268 5.083 4.396
R3 4.921 4.736 4.300
R2 4.574 4.574 4.269
R1 4.389 4.389 4.237 4.308
PP 4.227 4.227 4.227 4.186
S1 4.042 4.042 4.173 3.961
S2 3.880 3.880 4.141
S3 3.533 3.695 4.110
S4 3.186 3.348 4.014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.418 4.121 0.297 6.8% 0.129 3.0% 87% False False 101,583
10 4.422 4.064 0.358 8.2% 0.144 3.3% 88% False False 101,747
20 4.628 4.064 0.564 12.9% 0.135 3.1% 56% False False 81,873
40 5.000 4.064 0.936 21.4% 0.139 3.2% 34% False False 61,050
60 5.000 4.064 0.936 21.4% 0.136 3.1% 34% False False 48,210
80 5.000 4.064 0.936 21.4% 0.134 3.1% 34% False False 40,242
100 5.000 3.994 1.006 23.0% 0.132 3.0% 38% False False 33,783
120 5.000 3.994 1.006 23.0% 0.127 2.9% 38% False False 29,053
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.076
2.618 4.820
1.618 4.663
1.000 4.566
0.618 4.506
HIGH 4.409
0.618 4.349
0.500 4.331
0.382 4.312
LOW 4.252
0.618 4.155
1.000 4.095
1.618 3.998
2.618 3.841
4.250 3.585
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 4.362 4.359
PP 4.346 4.340
S1 4.331 4.321

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

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