NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 4.341 4.362 0.021 0.5% 4.273
High 4.420 4.367 -0.053 -1.2% 4.437
Low 4.265 4.218 -0.047 -1.1% 4.219
Close 4.371 4.222 -0.149 -3.4% 4.330
Range 0.155 0.149 -0.006 -3.9% 0.218
ATR 0.136 0.137 0.001 0.9% 0.000
Volume 26,756 52,889 26,133 97.7% 125,996
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.716 4.618 4.304
R3 4.567 4.469 4.263
R2 4.418 4.418 4.249
R1 4.320 4.320 4.236 4.295
PP 4.269 4.269 4.269 4.256
S1 4.171 4.171 4.208 4.146
S2 4.120 4.120 4.195
S3 3.971 4.022 4.181
S4 3.822 3.873 4.140
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.983 4.874 4.450
R3 4.765 4.656 4.390
R2 4.547 4.547 4.370
R1 4.438 4.438 4.350 4.493
PP 4.329 4.329 4.329 4.356
S1 4.220 4.220 4.310 4.275
S2 4.111 4.111 4.290
S3 3.893 4.002 4.270
S4 3.675 3.784 4.210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.437 4.218 0.219 5.2% 0.138 3.3% 2% False True 34,059
10 4.499 4.212 0.287 6.8% 0.129 3.0% 3% False False 29,345
20 5.011 4.212 0.799 18.9% 0.146 3.5% 1% False False 38,227
40 5.011 4.212 0.799 18.9% 0.137 3.2% 1% False False 30,526
60 5.011 4.208 0.803 19.0% 0.133 3.2% 2% False False 25,637
80 5.011 4.087 0.924 21.9% 0.132 3.1% 15% False False 21,877
100 5.011 4.011 1.000 23.7% 0.127 3.0% 21% False False 18,982
120 5.011 4.011 1.000 23.7% 0.123 2.9% 21% False False 16,443
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 True
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.000
2.618 4.757
1.618 4.608
1.000 4.516
0.618 4.459
HIGH 4.367
0.618 4.310
0.500 4.293
0.382 4.275
LOW 4.218
0.618 4.126
1.000 4.069
1.618 3.977
2.618 3.828
4.250 3.585
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 4.293 4.319
PP 4.269 4.287
S1 4.246 4.254

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

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