NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 4.270 4.304 0.034 0.8% 4.341
High 4.329 4.400 0.071 1.6% 4.420
Low 4.203 4.293 0.090 2.1% 4.067
Close 4.312 4.387 0.075 1.7% 4.204
Range 0.126 0.107 -0.019 -15.1% 0.353
ATR 0.138 0.135 -0.002 -1.6% 0.000
Volume 48,449 47,563 -886 -1.8% 175,761
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.681 4.641 4.446
R3 4.574 4.534 4.416
R2 4.467 4.467 4.407
R1 4.427 4.427 4.397 4.447
PP 4.360 4.360 4.360 4.370
S1 4.320 4.320 4.377 4.340
S2 4.253 4.253 4.367
S3 4.146 4.213 4.358
S4 4.039 4.106 4.328
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 4.400 4.067 0.333 7.6% 0.133 3.0% 96% True False 47,920
10 4.437 4.067 0.370 8.4% 0.135 3.1% 86% False False 40,989
20 4.660 4.067 0.593 13.5% 0.131 3.0% 54% False False 33,290
40 5.011 4.067 0.944 21.5% 0.138 3.2% 34% False False 34,465
60 5.011 4.067 0.944 21.5% 0.135 3.1% 34% False False 28,298
80 5.011 4.067 0.944 21.5% 0.131 3.0% 34% False False 24,215
100 5.011 4.011 1.000 22.8% 0.129 2.9% 38% False False 21,063
120 5.011 4.011 1.000 22.8% 0.124 2.8% 38% False False 18,313
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 0.039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.855
2.618 4.680
1.618 4.573
1.000 4.507
0.618 4.466
HIGH 4.400
0.618 4.359
0.500 4.347
0.382 4.334
LOW 4.293
0.618 4.227
1.000 4.186
1.618 4.120
2.618 4.013
4.250 3.838
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 4.374 4.355
PP 4.360 4.322
S1 4.347 4.290

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

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