NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 4.471 4.494 0.023 0.5% 4.645
High 4.556 4.540 -0.016 -0.4% 4.697
Low 4.463 4.431 -0.032 -0.7% 4.463
Close 4.493 4.472 -0.021 -0.5% 4.493
Range 0.093 0.109 0.016 17.2% 0.234
ATR 0.123 0.122 -0.001 -0.8% 0.000
Volume 21,565 16,483 -5,082 -23.6% 104,390
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.808 4.749 4.532
R3 4.699 4.640 4.502
R2 4.590 4.590 4.492
R1 4.531 4.531 4.482 4.506
PP 4.481 4.481 4.481 4.469
S1 4.422 4.422 4.462 4.397
S2 4.372 4.372 4.452
S3 4.263 4.313 4.442
S4 4.154 4.204 4.412
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 4.679 4.431 0.248 5.5% 0.122 2.7% 17% False True 18,674
10 4.697 4.375 0.322 7.2% 0.123 2.7% 30% False False 22,120
20 4.697 4.260 0.437 9.8% 0.122 2.7% 49% False False 21,140
40 5.106 4.260 0.846 18.9% 0.119 2.7% 25% False False 18,806
60 5.106 4.260 0.846 18.9% 0.119 2.7% 25% False False 16,253
80 5.106 4.260 0.846 18.9% 0.114 2.6% 25% False False 13,875
100 5.106 4.243 0.863 19.3% 0.113 2.5% 27% False False 12,264
120 5.106 4.243 0.863 19.3% 0.108 2.4% 27% False False 10,817
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.003
2.618 4.825
1.618 4.716
1.000 4.649
0.618 4.607
HIGH 4.540
0.618 4.498
0.500 4.486
0.382 4.473
LOW 4.431
0.618 4.364
1.000 4.322
1.618 4.255
2.618 4.146
4.250 3.968
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 4.486 4.551
PP 4.481 4.524
S1 4.477 4.498

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

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