NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 4.394 4.413 0.019 0.4% 4.546
High 4.474 4.459 -0.015 -0.3% 4.612
Low 4.370 4.343 -0.027 -0.6% 4.370
Close 4.399 4.386 -0.013 -0.3% 4.399
Range 0.104 0.116 0.012 11.5% 0.242
ATR 0.140 0.138 -0.002 -1.2% 0.000
Volume 78,758 73,501 -5,257 -6.7% 513,179
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.744 4.681 4.450
R3 4.628 4.565 4.418
R2 4.512 4.512 4.407
R1 4.449 4.449 4.397 4.423
PP 4.396 4.396 4.396 4.383
S1 4.333 4.333 4.375 4.307
S2 4.280 4.280 4.365
S3 4.164 4.217 4.354
S4 4.048 4.101 4.322
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 4.597 4.343 0.254 5.8% 0.135 3.1% 17% False True 95,533
10 4.612 4.223 0.389 8.9% 0.136 3.1% 42% False False 104,570
20 4.612 4.064 0.548 12.5% 0.137 3.1% 59% False False 99,007
40 5.000 4.064 0.936 21.3% 0.141 3.2% 34% False False 75,547
60 5.000 4.064 0.936 21.3% 0.139 3.2% 34% False False 58,720
80 5.000 4.064 0.936 21.3% 0.134 3.1% 34% False False 48,356
100 5.000 3.994 1.006 22.9% 0.133 3.0% 39% False False 40,638
120 5.000 3.994 1.006 22.9% 0.128 2.9% 39% False False 34,789
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.952
2.618 4.763
1.618 4.647
1.000 4.575
0.618 4.531
HIGH 4.459
0.618 4.415
0.500 4.401
0.382 4.387
LOW 4.343
0.618 4.271
1.000 4.227
1.618 4.155
2.618 4.039
4.250 3.850
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 4.401 4.469
PP 4.396 4.441
S1 4.391 4.414

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

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