NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 4.599 4.471 -0.128 -2.8% 4.645
High 4.670 4.556 -0.114 -2.4% 4.697
Low 4.466 4.463 -0.003 -0.1% 4.463
Close 4.483 4.493 0.010 0.2% 4.493
Range 0.204 0.093 -0.111 -54.4% 0.234
ATR 0.125 0.123 -0.002 -1.8% 0.000
Volume 18,884 21,565 2,681 14.2% 104,390
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.783 4.731 4.544
R3 4.690 4.638 4.519
R2 4.597 4.597 4.510
R1 4.545 4.545 4.502 4.571
PP 4.504 4.504 4.504 4.517
S1 4.452 4.452 4.484 4.478
S2 4.411 4.411 4.476
S3 4.318 4.359 4.467
S4 4.225 4.266 4.442
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.253 5.107 4.622
R3 5.019 4.873 4.557
R2 4.785 4.785 4.536
R1 4.639 4.639 4.514 4.595
PP 4.551 4.551 4.551 4.529
S1 4.405 4.405 4.472 4.361
S2 4.317 4.317 4.450
S3 4.083 4.171 4.429
S4 3.849 3.937 4.364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.697 4.463 0.234 5.2% 0.122 2.7% 13% False True 20,878
10 4.697 4.348 0.349 7.8% 0.126 2.8% 42% False False 23,036
20 4.697 4.260 0.437 9.7% 0.120 2.7% 53% False False 21,050
40 5.106 4.260 0.846 18.8% 0.121 2.7% 28% False False 18,597
60 5.106 4.260 0.846 18.8% 0.120 2.7% 28% False False 16,052
80 5.106 4.260 0.846 18.8% 0.114 2.5% 28% False False 13,760
100 5.106 4.243 0.863 19.2% 0.113 2.5% 29% False False 12,177
120 5.106 4.243 0.863 19.2% 0.108 2.4% 29% False False 10,700
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 0.034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.951
2.618 4.799
1.618 4.706
1.000 4.649
0.618 4.613
HIGH 4.556
0.618 4.520
0.500 4.510
0.382 4.499
LOW 4.463
0.618 4.406
1.000 4.370
1.618 4.313
2.618 4.220
4.250 4.068
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 4.510 4.571
PP 4.504 4.545
S1 4.499 4.519

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

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