NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 4.543 4.535 -0.008 -0.2% 4.231
High 4.579 4.597 0.018 0.4% 4.555
Low 4.511 4.433 -0.078 -1.7% 4.182
Close 4.533 4.500 -0.033 -0.7% 4.505
Range 0.068 0.164 0.096 141.2% 0.373
ATR 0.135 0.137 0.002 1.6% 0.000
Volume 78,355 120,281 41,926 53.5% 563,992
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.002 4.915 4.590
R3 4.838 4.751 4.545
R2 4.674 4.674 4.530
R1 4.587 4.587 4.515 4.549
PP 4.510 4.510 4.510 4.491
S1 4.423 4.423 4.485 4.385
S2 4.346 4.346 4.470
S3 4.182 4.259 4.455
S4 4.018 4.095 4.410
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.533 5.392 4.710
R3 5.160 5.019 4.608
R2 4.787 4.787 4.573
R1 4.646 4.646 4.539 4.717
PP 4.414 4.414 4.414 4.449
S1 4.273 4.273 4.471 4.344
S2 4.041 4.041 4.437
S3 3.668 3.900 4.402
S4 3.295 3.527 4.300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.612 4.252 0.360 8.0% 0.138 3.1% 69% False False 115,580
10 4.612 4.064 0.548 12.2% 0.137 3.0% 80% False False 108,528
20 4.612 4.064 0.548 12.2% 0.135 3.0% 80% False False 94,701
40 5.000 4.064 0.936 20.8% 0.140 3.1% 47% False False 70,079
60 5.000 4.064 0.936 20.8% 0.138 3.1% 47% False False 54,639
80 5.000 4.064 0.936 20.8% 0.134 3.0% 47% False False 45,240
100 5.000 3.994 1.006 22.4% 0.132 2.9% 50% False False 38,052
120 5.000 3.994 1.006 22.4% 0.127 2.8% 50% False False 32,551
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.294
2.618 5.026
1.618 4.862
1.000 4.761
0.618 4.698
HIGH 4.597
0.618 4.534
0.500 4.515
0.382 4.496
LOW 4.433
0.618 4.332
1.000 4.269
1.618 4.168
2.618 4.004
4.250 3.736
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 4.515 4.523
PP 4.510 4.515
S1 4.505 4.508

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

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