NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 4.494 4.456 -0.038 -0.8% 4.645
High 4.540 4.475 -0.065 -1.4% 4.697
Low 4.431 4.398 -0.033 -0.7% 4.463
Close 4.472 4.454 -0.018 -0.4% 4.493
Range 0.109 0.077 -0.032 -29.4% 0.234
ATR 0.122 0.119 -0.003 -2.6% 0.000
Volume 16,483 18,197 1,714 10.4% 104,390
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.673 4.641 4.496
R3 4.596 4.564 4.475
R2 4.519 4.519 4.468
R1 4.487 4.487 4.461 4.465
PP 4.442 4.442 4.442 4.431
S1 4.410 4.410 4.447 4.388
S2 4.365 4.365 4.440
S3 4.288 4.333 4.433
S4 4.211 4.256 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 4.398 0.281 6.3% 0.126 2.8% 20% False True 17,810
10 4.697 4.392 0.305 6.8% 0.119 2.7% 20% False False 21,342
20 4.697 4.260 0.437 9.8% 0.121 2.7% 44% False False 21,568
40 5.106 4.260 0.846 19.0% 0.117 2.6% 23% False False 18,980
60 5.106 4.260 0.846 19.0% 0.118 2.7% 23% False False 16,123
80 5.106 4.260 0.846 19.0% 0.113 2.5% 23% False False 14,024
100 5.106 4.243 0.863 19.4% 0.113 2.5% 24% False False 12,374
120 5.106 4.243 0.863 19.4% 0.108 2.4% 24% False False 10,942
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.802
2.618 4.677
1.618 4.600
1.000 4.552
0.618 4.523
HIGH 4.475
0.618 4.446
0.500 4.437
0.382 4.427
LOW 4.398
0.618 4.350
1.000 4.321
1.618 4.273
2.618 4.196
4.250 4.071
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 4.448 4.477
PP 4.442 4.469
S1 4.437 4.462

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

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