NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 4.365 4.377 0.012 0.3% 4.546
High 4.391 4.412 0.021 0.5% 4.612
Low 4.316 4.340 0.024 0.6% 4.370
Close 4.370 4.370 0.000 0.0% 4.399
Range 0.075 0.072 -0.003 -4.0% 0.242
ATR 0.134 0.129 -0.004 -3.3% 0.000
Volume 52,937 11,327 -41,610 -78.6% 513,179
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.590 4.552 4.410
R3 4.518 4.480 4.390
R2 4.446 4.446 4.383
R1 4.408 4.408 4.377 4.391
PP 4.374 4.374 4.374 4.366
S1 4.336 4.336 4.363 4.319
S2 4.302 4.302 4.357
S3 4.230 4.264 4.350
S4 4.158 4.192 4.330
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 4.594 4.316 0.278 6.4% 0.118 2.7% 19% False False 68,658
10 4.612 4.252 0.360 8.2% 0.128 2.9% 33% False False 92,119
20 4.612 4.064 0.548 12.5% 0.133 3.0% 56% False False 94,621
40 5.000 4.064 0.936 21.4% 0.136 3.1% 33% False False 75,612
60 5.000 4.064 0.936 21.4% 0.137 3.1% 33% False False 59,112
80 5.000 4.064 0.936 21.4% 0.132 3.0% 33% False False 48,815
100 5.000 3.999 1.001 22.9% 0.133 3.0% 37% False False 41,108
120 5.000 3.994 1.006 23.0% 0.128 2.9% 37% False False 35,260
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.718
2.618 4.600
1.618 4.528
1.000 4.484
0.618 4.456
HIGH 4.412
0.618 4.384
0.500 4.376
0.382 4.368
LOW 4.340
0.618 4.296
1.000 4.268
1.618 4.224
2.618 4.152
4.250 4.034
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 4.376 4.388
PP 4.374 4.382
S1 4.372 4.376

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

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