NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 4.318 4.234 -0.084 -1.9% 4.367
High 4.339 4.234 -0.105 -2.4% 4.430
Low 4.200 4.138 -0.062 -1.5% 4.138
Close 4.244 4.145 -0.099 -2.3% 4.145
Range 0.139 0.096 -0.043 -30.9% 0.292
ATR 0.131 0.129 -0.002 -1.3% 0.000
Volume 107,849 75,240 -32,609 -30.2% 390,583
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.460 4.399 4.198
R3 4.364 4.303 4.171
R2 4.268 4.268 4.163
R1 4.207 4.207 4.154 4.190
PP 4.172 4.172 4.172 4.164
S1 4.111 4.111 4.136 4.094
S2 4.076 4.076 4.127
S3 3.980 4.015 4.119
S4 3.884 3.919 4.092
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.114 4.921 4.306
R3 4.822 4.629 4.225
R2 4.530 4.530 4.199
R1 4.337 4.337 4.172 4.288
PP 4.238 4.238 4.238 4.213
S1 4.045 4.045 4.118 3.996
S2 3.946 3.946 4.091
S3 3.654 3.753 4.065
S4 3.362 3.461 3.984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.430 4.138 0.292 7.0% 0.103 2.5% 2% False True 78,116
10 4.586 4.138 0.448 10.8% 0.120 2.9% 2% False True 67,549
20 4.586 4.067 0.519 12.5% 0.129 3.1% 15% False False 58,418
40 5.011 4.067 0.944 22.8% 0.135 3.3% 8% False False 49,239
60 5.011 4.067 0.944 22.8% 0.138 3.3% 8% False False 39,340
80 5.011 4.067 0.944 22.8% 0.131 3.2% 8% False False 32,790
100 5.011 4.067 0.944 22.8% 0.131 3.2% 8% False False 28,382
120 5.011 4.011 1.000 24.1% 0.126 3.1% 13% False False 24,685
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 2 trading days
Fibonacci Retracements and Extensions
4.250 4.642
2.618 4.485
1.618 4.389
1.000 4.330
0.618 4.293
HIGH 4.234
0.618 4.197
0.500 4.186
0.382 4.175
LOW 4.138
0.618 4.079
1.000 4.042
1.618 3.983
2.618 3.887
4.250 3.730
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 4.186 4.259
PP 4.172 4.221
S1 4.159 4.183

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

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