NYMEX Natural Gas Future November 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 4.535 4.645 0.110 2.4% 4.402
High 4.648 4.697 0.049 1.1% 4.648
Low 4.502 4.589 0.087 1.9% 4.348
Close 4.639 4.644 0.005 0.1% 4.639
Range 0.146 0.108 -0.038 -26.0% 0.300
ATR 0.123 0.122 -0.001 -0.9% 0.000
Volume 30,753 27,499 -3,254 -10.6% 125,979
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.967 4.914 4.703
R3 4.859 4.806 4.674
R2 4.751 4.751 4.664
R1 4.698 4.698 4.654 4.671
PP 4.643 4.643 4.643 4.630
S1 4.590 4.590 4.634 4.563
S2 4.535 4.535 4.624
S3 4.427 4.482 4.614
S4 4.319 4.374 4.585
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.445 5.342 4.804
R3 5.145 5.042 4.722
R2 4.845 4.845 4.694
R1 4.742 4.742 4.667 4.794
PP 4.545 4.545 4.545 4.571
S1 4.442 4.442 4.612 4.494
S2 4.245 4.245 4.584
S3 3.945 4.142 4.557
S4 3.645 3.842 4.474
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.697 4.375 0.322 6.9% 0.123 2.7% 84% True False 25,565
10 4.697 4.260 0.437 9.4% 0.129 2.8% 88% True False 26,952
20 4.697 4.260 0.437 9.4% 0.116 2.5% 88% True False 19,257
40 5.106 4.260 0.846 18.2% 0.120 2.6% 45% False False 17,407
60 5.106 4.260 0.846 18.2% 0.117 2.5% 45% False False 15,242
80 5.106 4.260 0.846 18.2% 0.115 2.5% 45% False False 13,291
100 5.106 4.243 0.863 18.6% 0.113 2.4% 46% False False 11,604
120 5.106 4.243 0.863 18.6% 0.107 2.3% 46% False False 10,196
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 0.031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.156
2.618 4.980
1.618 4.872
1.000 4.805
0.618 4.764
HIGH 4.697
0.618 4.656
0.500 4.643
0.382 4.630
LOW 4.589
0.618 4.522
1.000 4.481
1.618 4.414
2.618 4.306
4.250 4.130
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 4.644 4.611
PP 4.643 4.578
S1 4.643 4.545

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

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