NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 4.646 4.599 -0.047 -1.0% 4.402
High 4.679 4.670 -0.009 -0.2% 4.648
Low 4.533 4.466 -0.067 -1.5% 4.348
Close 4.585 4.483 -0.102 -2.2% 4.639
Range 0.146 0.204 0.058 39.7% 0.300
ATR 0.119 0.125 0.006 5.1% 0.000
Volume 13,922 18,884 4,962 35.6% 125,979
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.152 5.021 4.595
R3 4.948 4.817 4.539
R2 4.744 4.744 4.520
R1 4.613 4.613 4.502 4.577
PP 4.540 4.540 4.540 4.521
S1 4.409 4.409 4.464 4.373
S2 4.336 4.336 4.446
S3 4.132 4.205 4.427
S4 3.928 4.001 4.371
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 4.466 0.231 5.2% 0.133 3.0% 7% False True 22,715
10 4.697 4.310 0.387 8.6% 0.126 2.8% 45% False False 25,175
20 4.697 4.260 0.437 9.7% 0.124 2.8% 51% False False 20,502
40 5.106 4.260 0.846 18.9% 0.120 2.7% 26% False False 18,239
60 5.106 4.260 0.846 18.9% 0.120 2.7% 26% False False 15,777
80 5.106 4.260 0.846 18.9% 0.115 2.6% 26% False False 13,630
100 5.106 4.243 0.863 19.3% 0.113 2.5% 28% False False 12,029
120 5.106 4.243 0.863 19.3% 0.108 2.4% 28% False False 10,543
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 5.537
2.618 5.204
1.618 5.000
1.000 4.874
0.618 4.796
HIGH 4.670
0.618 4.592
0.500 4.568
0.382 4.544
LOW 4.466
0.618 4.340
1.000 4.262
1.618 4.136
2.618 3.932
4.250 3.599
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 4.568 4.573
PP 4.540 4.543
S1 4.511 4.513

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

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