NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 4.469 4.351 -0.118 -2.6% 4.525
High 4.562 4.445 -0.117 -2.6% 4.586
Low 4.342 4.334 -0.008 -0.2% 4.334
Close 4.362 4.370 0.008 0.2% 4.370
Range 0.220 0.111 -0.109 -49.5% 0.252
ATR 0.141 0.139 -0.002 -1.5% 0.000
Volume 66,905 52,204 -14,701 -22.0% 284,908
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.716 4.654 4.431
R3 4.605 4.543 4.401
R2 4.494 4.494 4.390
R1 4.432 4.432 4.380 4.463
PP 4.383 4.383 4.383 4.399
S1 4.321 4.321 4.360 4.352
S2 4.272 4.272 4.350
S3 4.161 4.210 4.339
S4 4.050 4.099 4.309
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.186 5.030 4.509
R3 4.934 4.778 4.439
R2 4.682 4.682 4.416
R1 4.526 4.526 4.393 4.478
PP 4.430 4.430 4.430 4.406
S1 4.274 4.274 4.347 4.226
S2 4.178 4.178 4.324
S3 3.926 4.022 4.301
S4 3.674 3.770 4.231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.586 4.334 0.252 5.8% 0.138 3.2% 14% False True 56,981
10 4.586 4.179 0.407 9.3% 0.140 3.2% 47% False False 56,127
20 4.586 4.067 0.519 11.9% 0.133 3.0% 58% False False 44,934
40 5.011 4.067 0.944 21.6% 0.143 3.3% 32% False False 42,660
60 5.011 4.067 0.944 21.6% 0.139 3.2% 32% False False 34,158
80 5.011 4.067 0.944 21.6% 0.132 3.0% 32% False False 28,591
100 5.011 4.011 1.000 22.9% 0.131 3.0% 36% False False 24,876
120 5.011 4.011 1.000 22.9% 0.126 2.9% 36% False False 21,585
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 0.043
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.917
2.618 4.736
1.618 4.625
1.000 4.556
0.618 4.514
HIGH 4.445
0.618 4.403
0.500 4.390
0.382 4.376
LOW 4.334
0.618 4.265
1.000 4.223
1.618 4.154
2.618 4.043
4.250 3.862
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 4.390 4.454
PP 4.383 4.426
S1 4.377 4.398

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

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