NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 4.645 4.659 0.014 0.3% 4.402
High 4.697 4.671 -0.026 -0.6% 4.648
Low 4.589 4.612 0.023 0.5% 4.348
Close 4.644 4.630 -0.014 -0.3% 4.639
Range 0.108 0.059 -0.049 -45.4% 0.300
ATR 0.122 0.117 -0.004 -3.7% 0.000
Volume 27,499 22,520 -4,979 -18.1% 125,979
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.815 4.781 4.662
R3 4.756 4.722 4.646
R2 4.697 4.697 4.641
R1 4.663 4.663 4.635 4.651
PP 4.638 4.638 4.638 4.631
S1 4.604 4.604 4.625 4.592
S2 4.579 4.579 4.619
S3 4.520 4.545 4.614
S4 4.461 4.486 4.598
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 4.392 0.305 6.6% 0.113 2.4% 78% False False 24,874
10 4.697 4.260 0.437 9.4% 0.121 2.6% 85% False False 27,925
20 4.697 4.260 0.437 9.4% 0.115 2.5% 85% False False 19,759
40 5.106 4.260 0.846 18.3% 0.117 2.5% 44% False False 17,761
60 5.106 4.260 0.846 18.3% 0.116 2.5% 44% False False 15,510
80 5.106 4.260 0.846 18.3% 0.114 2.5% 44% False False 13,456
100 5.106 4.243 0.863 18.6% 0.113 2.4% 45% False False 11,800
120 5.106 4.243 0.863 18.6% 0.107 2.3% 45% False False 10,351
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 4.922
2.618 4.825
1.618 4.766
1.000 4.730
0.618 4.707
HIGH 4.671
0.618 4.648
0.500 4.642
0.382 4.635
LOW 4.612
0.618 4.576
1.000 4.553
1.618 4.517
2.618 4.458
4.250 4.361
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 4.642 4.620
PP 4.638 4.610
S1 4.634 4.600

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

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