NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 4.499 4.394 -0.105 -2.3% 4.546
High 4.594 4.474 -0.120 -2.6% 4.612
Low 4.373 4.370 -0.003 -0.1% 4.370
Close 4.392 4.399 0.007 0.2% 4.399
Range 0.221 0.104 -0.117 -52.9% 0.242
ATR 0.143 0.140 -0.003 -1.9% 0.000
Volume 126,770 78,758 -48,012 -37.9% 513,179
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.726 4.667 4.456
R3 4.622 4.563 4.428
R2 4.518 4.518 4.418
R1 4.459 4.459 4.409 4.489
PP 4.414 4.414 4.414 4.429
S1 4.355 4.355 4.389 4.385
S2 4.310 4.310 4.380
S3 4.206 4.251 4.370
S4 4.102 4.147 4.342
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.186 5.035 4.532
R3 4.944 4.793 4.466
R2 4.702 4.702 4.443
R1 4.551 4.551 4.421 4.506
PP 4.460 4.460 4.460 4.438
S1 4.309 4.309 4.377 4.264
S2 4.218 4.218 4.355
S3 3.976 4.067 4.332
S4 3.734 3.825 4.266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.612 4.370 0.242 5.5% 0.137 3.1% 12% False True 102,635
10 4.612 4.182 0.430 9.8% 0.140 3.2% 50% False False 107,717
20 4.612 4.064 0.548 12.5% 0.135 3.1% 61% False False 97,100
40 5.000 4.064 0.936 21.3% 0.144 3.3% 36% False False 74,149
60 5.000 4.064 0.936 21.3% 0.140 3.2% 36% False False 57,663
80 5.000 4.064 0.936 21.3% 0.134 3.0% 36% False False 47,546
100 5.000 3.994 1.006 22.9% 0.132 3.0% 40% False False 39,967
120 5.000 3.994 1.006 22.9% 0.128 2.9% 40% False False 34,211
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 False
Bear Hook False
Bull Hook False
Stretch 0.045
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.916
2.618 4.746
1.618 4.642
1.000 4.578
0.618 4.538
HIGH 4.474
0.618 4.434
0.500 4.422
0.382 4.410
LOW 4.370
0.618 4.306
1.000 4.266
1.618 4.202
2.618 4.098
4.250 3.928
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 4.422 4.484
PP 4.414 4.455
S1 4.407 4.427

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

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