NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 4.511 4.469 -0.042 -0.9% 4.231
High 4.573 4.562 -0.011 -0.2% 4.528
Low 4.406 4.342 -0.064 -1.5% 4.179
Close 4.469 4.362 -0.107 -2.4% 4.520
Range 0.167 0.220 0.053 31.7% 0.349
ATR 0.135 0.141 0.006 4.5% 0.000
Volume 63,433 66,905 3,472 5.5% 276,367
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.082 4.942 4.483
R3 4.862 4.722 4.423
R2 4.642 4.642 4.402
R1 4.502 4.502 4.382 4.462
PP 4.422 4.422 4.422 4.402
S1 4.282 4.282 4.342 4.242
S2 4.202 4.202 4.322
S3 3.982 4.062 4.302
S4 3.762 3.842 4.241
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 4.342 0.244 5.6% 0.150 3.4% 8% False True 61,057
10 4.586 4.127 0.459 10.5% 0.138 3.2% 51% False False 56,510
20 4.586 4.067 0.519 11.9% 0.136 3.1% 57% False False 43,533
40 5.011 4.067 0.944 21.6% 0.142 3.3% 31% False False 41,764
60 5.011 4.067 0.944 21.6% 0.139 3.2% 31% False False 33,378
80 5.011 4.067 0.944 21.6% 0.133 3.1% 31% False False 28,053
100 5.011 4.011 1.000 22.9% 0.131 3.0% 35% False False 24,426
120 5.011 4.011 1.000 22.9% 0.126 2.9% 35% False False 21,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 5.497
2.618 5.138
1.618 4.918
1.000 4.782
0.618 4.698
HIGH 4.562
0.618 4.478
0.500 4.452
0.382 4.426
LOW 4.342
0.618 4.206
1.000 4.122
1.618 3.986
2.618 3.766
4.250 3.407
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 4.452 4.458
PP 4.422 4.426
S1 4.392 4.394

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

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