NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 4.229 4.169 -0.060 -1.4% 4.341
High 4.253 4.223 -0.030 -0.7% 4.420
Low 4.067 4.127 0.060 1.5% 4.067
Close 4.138 4.204 0.066 1.6% 4.204
Range 0.186 0.096 -0.090 -48.4% 0.353
ATR 0.141 0.138 -0.003 -2.3% 0.000
Volume 40,081 56,035 15,954 39.8% 175,761
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.473 4.434 4.257
R3 4.377 4.338 4.230
R2 4.281 4.281 4.222
R1 4.242 4.242 4.213 4.262
PP 4.185 4.185 4.185 4.194
S1 4.146 4.146 4.195 4.166
S2 4.089 4.089 4.186
S3 3.993 4.050 4.178
S4 3.897 3.954 4.151
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.289 5.100 4.398
R3 4.936 4.747 4.301
R2 4.583 4.583 4.269
R1 4.394 4.394 4.236 4.312
PP 4.230 4.230 4.230 4.190
S1 4.041 4.041 4.172 3.959
S2 3.877 3.877 4.139
S3 3.524 3.688 4.107
S4 3.171 3.335 4.010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.420 4.067 0.353 8.4% 0.133 3.2% 39% False False 43,300
10 4.437 4.067 0.370 8.8% 0.126 3.0% 37% False False 33,740
20 4.861 4.067 0.794 18.9% 0.132 3.1% 17% False False 35,845
40 5.011 4.067 0.944 22.5% 0.138 3.3% 15% False False 31,963
60 5.011 4.067 0.944 22.5% 0.134 3.2% 15% False False 26,769
80 5.011 4.067 0.944 22.5% 0.132 3.1% 15% False False 22,820
100 5.011 4.011 1.000 23.8% 0.128 3.1% 19% False False 19,809
120 5.011 4.011 1.000 23.8% 0.123 2.9% 19% False False 17,182
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.631
2.618 4.474
1.618 4.378
1.000 4.319
0.618 4.282
HIGH 4.223
0.618 4.186
0.500 4.175
0.382 4.164
LOW 4.127
0.618 4.068
1.000 4.031
1.618 3.972
2.618 3.876
4.250 3.719
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 4.194 4.217
PP 4.185 4.213
S1 4.175 4.208

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

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