NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 4.666 4.673 0.007 0.2% 4.681
High 4.690 4.745 0.055 1.2% 4.760
Low 4.587 4.651 0.064 1.4% 4.476
Close 4.675 4.737 0.062 1.3% 4.600
Range 0.103 0.094 -0.009 -8.7% 0.284
ATR 0.118 0.116 -0.002 -1.4% 0.000
Volume 12,041 12,411 370 3.1% 43,643
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.993 4.959 4.789
R3 4.899 4.865 4.763
R2 4.805 4.805 4.754
R1 4.771 4.771 4.746 4.788
PP 4.711 4.711 4.711 4.720
S1 4.677 4.677 4.728 4.694
S2 4.617 4.617 4.720
S3 4.523 4.583 4.711
S4 4.429 4.489 4.685
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.464 5.316 4.756
R3 5.180 5.032 4.678
R2 4.896 4.896 4.652
R1 4.748 4.748 4.626 4.680
PP 4.612 4.612 4.612 4.578
S1 4.464 4.464 4.574 4.396
S2 4.328 4.328 4.548
S3 4.044 4.180 4.522
S4 3.760 3.896 4.444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.745 4.476 0.269 5.7% 0.116 2.4% 97% True False 12,832
10 4.773 4.476 0.297 6.3% 0.116 2.4% 88% False False 10,728
20 4.992 4.476 0.516 10.9% 0.112 2.4% 51% False False 8,744
40 5.283 4.476 0.807 17.0% 0.117 2.5% 32% False False 8,854
60 5.283 4.476 0.807 17.0% 0.114 2.4% 32% False False 8,068
80 5.283 4.476 0.807 17.0% 0.111 2.3% 32% False False 7,354
100 5.283 4.476 0.807 17.0% 0.109 2.3% 32% False False 6,501
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 3 trading days
Fibonacci Retracements and Extensions
4.250 5.145
2.618 4.991
1.618 4.897
1.000 4.839
0.618 4.803
HIGH 4.745
0.618 4.709
0.500 4.698
0.382 4.687
LOW 4.651
0.618 4.593
1.000 4.557
1.618 4.499
2.618 4.405
4.250 4.252
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 4.724 4.709
PP 4.711 4.681
S1 4.698 4.653

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

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