NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 4.367 4.346 -0.021 -0.5% 4.525
High 4.430 4.359 -0.071 -1.6% 4.586
Low 4.312 4.277 -0.035 -0.8% 4.334
Close 4.355 4.331 -0.024 -0.6% 4.370
Range 0.118 0.082 -0.036 -30.5% 0.252
ATR 0.138 0.134 -0.004 -2.9% 0.000
Volume 59,822 65,936 6,114 10.2% 284,908
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.568 4.532 4.376
R3 4.486 4.450 4.354
R2 4.404 4.404 4.346
R1 4.368 4.368 4.339 4.345
PP 4.322 4.322 4.322 4.311
S1 4.286 4.286 4.323 4.263
S2 4.240 4.240 4.316
S3 4.158 4.204 4.308
S4 4.076 4.122 4.286
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 4.573 4.277 0.296 6.8% 0.140 3.2% 18% False True 61,660
10 4.586 4.240 0.346 8.0% 0.132 3.0% 26% False False 59,111
20 4.586 4.067 0.519 12.0% 0.135 3.1% 51% False False 48,417
40 5.011 4.067 0.944 21.8% 0.138 3.2% 28% False False 44,863
60 5.011 4.067 0.944 21.8% 0.137 3.2% 28% False False 35,902
80 5.011 4.067 0.944 21.8% 0.131 3.0% 28% False False 29,946
100 5.011 4.011 1.000 23.1% 0.131 3.0% 32% False False 25,984
120 5.011 4.011 1.000 23.1% 0.127 2.9% 32% False False 22,583
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.708
2.618 4.574
1.618 4.492
1.000 4.441
0.618 4.410
HIGH 4.359
0.618 4.328
0.500 4.318
0.382 4.308
LOW 4.277
0.618 4.226
1.000 4.195
1.618 4.144
2.618 4.062
4.250 3.929
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 4.327 4.361
PP 4.322 4.351
S1 4.318 4.341

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

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