NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 4.457 4.443 -0.014 -0.3% 4.645
High 4.495 4.460 -0.035 -0.8% 4.697
Low 4.428 4.335 -0.093 -2.1% 4.463
Close 4.446 4.369 -0.077 -1.7% 4.493
Range 0.067 0.125 0.058 86.6% 0.234
ATR 0.115 0.116 0.001 0.6% 0.000
Volume 19,055 21,306 2,251 11.8% 104,390
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.763 4.691 4.438
R3 4.638 4.566 4.403
R2 4.513 4.513 4.392
R1 4.441 4.441 4.380 4.415
PP 4.388 4.388 4.388 4.375
S1 4.316 4.316 4.358 4.290
S2 4.263 4.263 4.346
S3 4.138 4.191 4.335
S4 4.013 4.066 4.300
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 4.556 4.335 0.221 5.1% 0.094 2.2% 15% False True 19,321
10 4.697 4.335 0.362 8.3% 0.113 2.6% 9% False True 21,018
20 4.697 4.260 0.437 10.0% 0.121 2.8% 25% False False 22,635
40 5.106 4.260 0.846 19.4% 0.117 2.7% 13% False False 19,132
60 5.106 4.260 0.846 19.4% 0.119 2.7% 13% False False 16,298
80 5.106 4.260 0.846 19.4% 0.113 2.6% 13% False False 14,273
100 5.106 4.260 0.846 19.4% 0.113 2.6% 13% False False 12,694
120 5.106 4.243 0.863 19.8% 0.109 2.5% 15% False False 11,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.991
2.618 4.787
1.618 4.662
1.000 4.585
0.618 4.537
HIGH 4.460
0.618 4.412
0.500 4.398
0.382 4.383
LOW 4.335
0.618 4.258
1.000 4.210
1.618 4.133
2.618 4.008
4.250 3.804
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 4.398 4.415
PP 4.388 4.400
S1 4.379 4.384

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

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