NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 4.659 4.646 -0.013 -0.3% 4.402
High 4.671 4.679 0.008 0.2% 4.648
Low 4.612 4.533 -0.079 -1.7% 4.348
Close 4.630 4.585 -0.045 -1.0% 4.639
Range 0.059 0.146 0.087 147.5% 0.300
ATR 0.117 0.119 0.002 1.8% 0.000
Volume 22,520 13,922 -8,598 -38.2% 125,979
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.037 4.957 4.665
R3 4.891 4.811 4.625
R2 4.745 4.745 4.612
R1 4.665 4.665 4.598 4.632
PP 4.599 4.599 4.599 4.583
S1 4.519 4.519 4.572 4.486
S2 4.453 4.453 4.558
S3 4.307 4.373 4.545
S4 4.161 4.227 4.505
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 6.7% 0.121 2.6% 63% False False 24,012
10 4.697 4.260 0.437 9.5% 0.123 2.7% 74% False False 26,209
20 4.697 4.260 0.437 9.5% 0.119 2.6% 74% False False 19,990
40 5.106 4.260 0.846 18.5% 0.118 2.6% 38% False False 17,933
60 5.106 4.260 0.846 18.5% 0.117 2.6% 38% False False 15,562
80 5.106 4.260 0.846 18.5% 0.114 2.5% 38% False False 13,500
100 5.106 4.243 0.863 18.8% 0.113 2.5% 40% False False 11,883
120 5.106 4.243 0.863 18.8% 0.107 2.3% 40% False False 10,424
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.300
2.618 5.061
1.618 4.915
1.000 4.825
0.618 4.769
HIGH 4.679
0.618 4.623
0.500 4.606
0.382 4.589
LOW 4.533
0.618 4.443
1.000 4.387
1.618 4.297
2.618 4.151
4.250 3.913
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 4.606 4.615
PP 4.599 4.605
S1 4.592 4.595

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

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