NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 4.161 4.199 0.038 0.9% 4.386
High 4.213 4.228 0.015 0.4% 4.440
Low 4.140 4.136 -0.004 -0.1% 4.151
Close 4.190 4.156 -0.034 -0.8% 4.157
Range 0.073 0.092 0.019 26.0% 0.289
ATR 0.121 0.119 -0.002 -1.7% 0.000
Volume 29,409 34,132 4,723 16.1% 137,982
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.449 4.395 4.207
R3 4.357 4.303 4.181
R2 4.265 4.265 4.173
R1 4.211 4.211 4.164 4.192
PP 4.173 4.173 4.173 4.164
S1 4.119 4.119 4.148 4.100
S2 4.081 4.081 4.139
S3 3.989 4.027 4.131
S4 3.897 3.935 4.105
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.116 4.926 4.316
R3 4.827 4.637 4.236
R2 4.538 4.538 4.210
R1 4.348 4.348 4.183 4.299
PP 4.249 4.249 4.249 4.225
S1 4.059 4.059 4.131 4.010
S2 3.960 3.960 4.104
S3 3.671 3.770 4.078
S4 3.382 3.481 3.998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.391 4.136 0.255 6.1% 0.093 2.2% 8% False True 30,190
10 4.584 4.136 0.448 10.8% 0.113 2.7% 4% False True 31,403
20 4.600 4.110 0.490 11.8% 0.121 2.9% 9% False False 37,851
40 5.010 4.110 0.900 21.7% 0.130 3.1% 5% False False 33,171
60 5.010 4.110 0.900 21.7% 0.130 3.1% 5% False False 30,554
80 5.010 4.110 0.900 21.7% 0.127 3.1% 5% False False 28,414
100 5.010 4.110 0.900 21.7% 0.128 3.1% 5% False False 26,667
120 5.010 4.051 0.959 23.1% 0.125 3.0% 11% False False 24,759
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.619
2.618 4.469
1.618 4.377
1.000 4.320
0.618 4.285
HIGH 4.228
0.618 4.193
0.500 4.182
0.382 4.171
LOW 4.136
0.618 4.079
1.000 4.044
1.618 3.987
2.618 3.895
4.250 3.745
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 4.182 4.191
PP 4.173 4.179
S1 4.165 4.168

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

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