NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 4.443 4.350 -0.093 -2.1% 4.494
High 4.460 4.354 -0.106 -2.4% 4.540
Low 4.335 4.266 -0.069 -1.6% 4.266
Close 4.369 4.272 -0.097 -2.2% 4.272
Range 0.125 0.088 -0.037 -29.6% 0.274
ATR 0.116 0.115 -0.001 -0.8% 0.000
Volume 21,306 28,368 7,062 33.1% 103,409
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.561 4.505 4.320
R3 4.473 4.417 4.296
R2 4.385 4.385 4.288
R1 4.329 4.329 4.280 4.313
PP 4.297 4.297 4.297 4.290
S1 4.241 4.241 4.264 4.225
S2 4.209 4.209 4.256
S3 4.121 4.153 4.248
S4 4.033 4.065 4.224
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.181 5.001 4.423
R3 4.907 4.727 4.347
R2 4.633 4.633 4.322
R1 4.453 4.453 4.297 4.406
PP 4.359 4.359 4.359 4.336
S1 4.179 4.179 4.247 4.132
S2 4.085 4.085 4.222
S3 3.811 3.905 4.197
S4 3.537 3.631 4.121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.540 4.266 0.274 6.4% 0.093 2.2% 2% False True 20,681
10 4.697 4.266 0.431 10.1% 0.108 2.5% 1% False True 20,779
20 4.697 4.260 0.437 10.2% 0.116 2.7% 3% False False 23,426
40 5.106 4.260 0.846 19.8% 0.115 2.7% 1% False False 19,526
60 5.106 4.260 0.846 19.8% 0.119 2.8% 1% False False 16,592
80 5.106 4.260 0.846 19.8% 0.113 2.6% 1% False False 14,553
100 5.106 4.260 0.846 19.8% 0.113 2.6% 1% False False 12,925
120 5.106 4.243 0.863 20.2% 0.109 2.5% 3% False False 11,445
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 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.728
2.618 4.584
1.618 4.496
1.000 4.442
0.618 4.408
HIGH 4.354
0.618 4.320
0.500 4.310
0.382 4.300
LOW 4.266
0.618 4.212
1.000 4.178
1.618 4.124
2.618 4.036
4.250 3.892
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 4.310 4.381
PP 4.297 4.344
S1 4.285 4.308

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

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