NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 4.534 4.486 -0.048 -1.1% 4.258
High 4.584 4.572 -0.012 -0.3% 4.544
Low 4.427 4.358 -0.069 -1.6% 4.200
Close 4.483 4.377 -0.106 -2.4% 4.535
Range 0.157 0.214 0.057 36.3% 0.344
ATR 0.132 0.138 0.006 4.5% 0.000
Volume 34,035 38,300 4,265 12.5% 182,421
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.078 4.941 4.495
R3 4.864 4.727 4.436
R2 4.650 4.650 4.416
R1 4.513 4.513 4.397 4.475
PP 4.436 4.436 4.436 4.416
S1 4.299 4.299 4.357 4.261
S2 4.222 4.222 4.338
S3 4.008 4.085 4.318
S4 3.794 3.871 4.259
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 4.358 0.242 5.5% 0.143 3.3% 8% False True 42,263
10 4.600 4.155 0.445 10.2% 0.134 3.1% 50% False False 42,024
20 4.600 4.110 0.490 11.2% 0.132 3.0% 54% False False 35,317
40 5.010 4.110 0.900 20.6% 0.139 3.2% 30% False False 33,839
60 5.010 4.110 0.900 20.6% 0.136 3.1% 30% False False 29,774
80 5.010 4.110 0.900 20.6% 0.131 3.0% 30% False False 27,524
100 5.010 4.051 0.959 21.9% 0.129 3.0% 34% False False 25,563
120 5.010 4.051 0.959 21.9% 0.125 2.9% 34% False False 23,728
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 5.482
2.618 5.132
1.618 4.918
1.000 4.786
0.618 4.704
HIGH 4.572
0.618 4.490
0.500 4.465
0.382 4.440
LOW 4.358
0.618 4.226
1.000 4.144
1.618 4.012
2.618 3.798
4.250 3.449
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 4.465 4.471
PP 4.436 4.440
S1 4.406 4.408

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

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