NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 4.307 4.322 0.015 0.3% 4.389
High 4.351 4.422 0.071 1.6% 4.454
Low 4.230 4.319 0.089 2.1% 4.110
Close 4.335 4.411 0.076 1.8% 4.231
Range 0.121 0.103 -0.018 -14.9% 0.344
ATR 0.134 0.132 -0.002 -1.7% 0.000
Volume 40,717 28,754 -11,963 -29.4% 190,009
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.693 4.655 4.468
R3 4.590 4.552 4.439
R2 4.487 4.487 4.430
R1 4.449 4.449 4.420 4.468
PP 4.384 4.384 4.384 4.394
S1 4.346 4.346 4.402 4.365
S2 4.281 4.281 4.392
S3 4.178 4.243 4.383
S4 4.075 4.140 4.354
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.297 5.108 4.420
R3 4.953 4.764 4.326
R2 4.609 4.609 4.294
R1 4.420 4.420 4.263 4.343
PP 4.265 4.265 4.265 4.226
S1 4.076 4.076 4.199 3.999
S2 3.921 3.921 4.168
S3 3.577 3.732 4.136
S4 3.233 3.388 4.042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.422 4.110 0.312 7.1% 0.130 2.9% 96% True False 44,203
10 4.473 4.110 0.363 8.2% 0.132 3.0% 83% False False 37,950
20 4.692 4.110 0.582 13.2% 0.125 2.8% 52% False False 29,966
40 5.010 4.110 0.900 20.4% 0.136 3.1% 33% False False 30,148
60 5.010 4.110 0.900 20.4% 0.132 3.0% 33% False False 27,452
80 5.010 4.110 0.900 20.4% 0.129 2.9% 33% False False 25,976
100 5.010 4.051 0.959 21.7% 0.128 2.9% 38% False False 23,914
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 0.034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.860
2.618 4.692
1.618 4.589
1.000 4.525
0.618 4.486
HIGH 4.422
0.618 4.383
0.500 4.371
0.382 4.358
LOW 4.319
0.618 4.255
1.000 4.216
1.618 4.152
2.618 4.049
4.250 3.881
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 4.398 4.378
PP 4.384 4.344
S1 4.371 4.311

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

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