NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 4.525 4.525 0.000 0.0% 4.231
High 4.586 4.558 -0.028 -0.6% 4.528
Low 4.463 4.489 0.026 0.6% 4.179
Close 4.524 4.511 -0.013 -0.3% 4.520
Range 0.123 0.069 -0.054 -43.9% 0.349
ATR 0.138 0.133 -0.005 -3.6% 0.000
Volume 55,135 47,231 -7,904 -14.3% 276,367
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.726 4.688 4.549
R3 4.657 4.619 4.530
R2 4.588 4.588 4.524
R1 4.550 4.550 4.517 4.535
PP 4.519 4.519 4.519 4.512
S1 4.481 4.481 4.505 4.466
S2 4.450 4.450 4.498
S3 4.381 4.412 4.492
S4 4.312 4.343 4.473
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.456 5.337 4.712
R3 5.107 4.988 4.616
R2 4.758 4.758 4.584
R1 4.639 4.639 4.552 4.699
PP 4.409 4.409 4.409 4.439
S1 4.290 4.290 4.488 4.350
S2 4.060 4.060 4.456
S3 3.711 3.941 4.424
S4 3.362 3.592 4.328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.586 4.240 0.346 7.7% 0.124 2.8% 78% False False 56,562
10 4.586 4.067 0.519 11.5% 0.133 2.9% 86% False False 52,773
20 4.586 4.067 0.519 11.5% 0.128 2.8% 86% False False 39,686
40 5.011 4.067 0.944 20.9% 0.139 3.1% 47% False False 39,138
60 5.011 4.067 0.944 20.9% 0.135 3.0% 47% False False 31,563
80 5.011 4.067 0.944 20.9% 0.132 2.9% 47% False False 26,648
100 5.011 4.011 1.000 22.2% 0.130 2.9% 50% False False 23,268
120 5.011 4.011 1.000 22.2% 0.125 2.8% 50% False False 20,140
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.033
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 4.851
2.618 4.739
1.618 4.670
1.000 4.627
0.618 4.601
HIGH 4.558
0.618 4.532
0.500 4.524
0.382 4.515
LOW 4.489
0.618 4.446
1.000 4.420
1.618 4.377
2.618 4.308
4.250 4.196
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 4.524 4.498
PP 4.519 4.485
S1 4.515 4.473

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

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