NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 4.534 4.534 0.000 0.0% 4.258
High 4.572 4.584 0.012 0.3% 4.544
Low 4.504 4.427 -0.077 -1.7% 4.200
Close 4.526 4.483 -0.043 -1.0% 4.535
Range 0.068 0.157 0.089 130.9% 0.344
ATR 0.130 0.132 0.002 1.5% 0.000
Volume 42,503 34,035 -8,468 -19.9% 182,421
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.969 4.883 4.569
R3 4.812 4.726 4.526
R2 4.655 4.655 4.512
R1 4.569 4.569 4.497 4.534
PP 4.498 4.498 4.498 4.480
S1 4.412 4.412 4.469 4.377
S2 4.341 4.341 4.454
S3 4.184 4.255 4.440
S4 4.027 4.098 4.397
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 4.263 0.337 7.5% 0.131 2.9% 65% False False 41,793
10 4.600 4.110 0.490 10.9% 0.130 2.9% 76% False False 42,998
20 4.600 4.110 0.490 10.9% 0.128 2.8% 76% False False 34,387
40 5.010 4.110 0.900 20.1% 0.136 3.0% 41% False False 33,305
60 5.010 4.110 0.900 20.1% 0.134 3.0% 41% False False 29,390
80 5.010 4.110 0.900 20.1% 0.130 2.9% 41% False False 27,325
100 5.010 4.051 0.959 21.4% 0.129 2.9% 45% False False 25,339
120 5.010 4.051 0.959 21.4% 0.124 2.8% 45% False False 23,524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.251
2.618 4.995
1.618 4.838
1.000 4.741
0.618 4.681
HIGH 4.584
0.618 4.524
0.500 4.506
0.382 4.487
LOW 4.427
0.618 4.330
1.000 4.270
1.618 4.173
2.618 4.016
4.250 3.760
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 4.506 4.514
PP 4.498 4.503
S1 4.491 4.493

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

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