NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 4.399 4.540 0.141 3.2% 4.258
High 4.544 4.600 0.056 1.2% 4.544
Low 4.385 4.482 0.097 2.2% 4.200
Close 4.535 4.540 0.005 0.1% 4.535
Range 0.159 0.118 -0.041 -25.8% 0.344
ATR 0.136 0.135 -0.001 -0.9% 0.000
Volume 42,971 53,506 10,535 24.5% 182,421
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.895 4.835 4.605
R3 4.777 4.717 4.572
R2 4.659 4.659 4.562
R1 4.599 4.599 4.551 4.599
PP 4.541 4.541 4.541 4.541
S1 4.481 4.481 4.529 4.481
S2 4.423 4.423 4.518
S3 4.305 4.363 4.508
S4 4.187 4.245 4.475
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.458 5.341 4.724
R3 5.114 4.997 4.630
R2 4.770 4.770 4.598
R1 4.653 4.653 4.567 4.712
PP 4.426 4.426 4.426 4.456
S1 4.309 4.309 4.503 4.368
S2 4.082 4.082 4.472
S3 3.738 3.965 4.440
S4 3.394 3.621 4.346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.600 4.230 0.370 8.1% 0.131 2.9% 84% True False 40,379
10 4.600 4.110 0.490 10.8% 0.137 3.0% 88% True False 42,593
20 4.600 4.110 0.490 10.8% 0.128 2.8% 88% True False 32,783
40 5.010 4.110 0.900 19.8% 0.139 3.1% 48% False False 32,306
60 5.010 4.110 0.900 19.8% 0.133 2.9% 48% False False 28,876
80 5.010 4.110 0.900 19.8% 0.131 2.9% 48% False False 27,007
100 5.010 4.051 0.959 21.1% 0.129 2.8% 51% False False 24,942
120 5.010 4.051 0.959 21.1% 0.124 2.7% 51% False False 23,164
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 0.033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.102
2.618 4.909
1.618 4.791
1.000 4.718
0.618 4.673
HIGH 4.600
0.618 4.555
0.500 4.541
0.382 4.527
LOW 4.482
0.618 4.409
1.000 4.364
1.618 4.291
2.618 4.173
4.250 3.981
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 4.541 4.504
PP 4.541 4.468
S1 4.540 4.432

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

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