NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 4.486 4.373 -0.113 -2.5% 4.540
High 4.572 4.454 -0.118 -2.6% 4.600
Low 4.358 4.355 -0.003 -0.1% 4.355
Close 4.377 4.385 0.008 0.2% 4.385
Range 0.214 0.099 -0.115 -53.7% 0.245
ATR 0.138 0.135 -0.003 -2.0% 0.000
Volume 38,300 40,174 1,874 4.9% 208,518
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.695 4.639 4.439
R3 4.596 4.540 4.412
R2 4.497 4.497 4.403
R1 4.441 4.441 4.394 4.469
PP 4.398 4.398 4.398 4.412
S1 4.342 4.342 4.376 4.370
S2 4.299 4.299 4.367
S3 4.200 4.243 4.358
S4 4.101 4.144 4.331
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.182 5.028 4.520
R3 4.937 4.783 4.452
R2 4.692 4.692 4.430
R1 4.538 4.538 4.407 4.493
PP 4.447 4.447 4.447 4.424
S1 4.293 4.293 4.363 4.248
S2 4.202 4.202 4.340
S3 3.957 4.048 4.318
S4 3.712 3.803 4.250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.600 4.355 0.245 5.6% 0.131 3.0% 12% False True 41,703
10 4.600 4.200 0.400 9.1% 0.134 3.1% 46% False False 39,093
20 4.600 4.110 0.490 11.2% 0.128 2.9% 56% False False 36,251
40 5.010 4.110 0.900 20.5% 0.140 3.2% 31% False False 34,414
60 5.010 4.110 0.900 20.5% 0.136 3.1% 31% False False 30,250
80 5.010 4.110 0.900 20.5% 0.130 3.0% 31% False False 27,721
100 5.010 4.051 0.959 21.9% 0.129 2.9% 35% False False 25,793
120 5.010 4.051 0.959 21.9% 0.124 2.8% 35% False False 23,973
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 3 trading days
Fibonacci Retracements and Extensions
4.250 4.875
2.618 4.713
1.618 4.614
1.000 4.553
0.618 4.515
HIGH 4.454
0.618 4.416
0.500 4.405
0.382 4.393
LOW 4.355
0.618 4.294
1.000 4.256
1.618 4.195
2.618 4.096
4.250 3.934
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 4.405 4.470
PP 4.398 4.441
S1 4.392 4.413

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

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