NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 4.821 4.771 -0.050 -1.0% 4.603
High 4.851 4.837 -0.014 -0.3% 4.823
Low 4.710 4.647 -0.063 -1.3% 4.560
Close 4.759 4.663 -0.096 -2.0% 4.816
Range 0.141 0.190 0.049 34.8% 0.263
ATR 0.115 0.120 0.005 4.7% 0.000
Volume 9,513 10,846 1,333 14.0% 68,450
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.286 5.164 4.768
R3 5.096 4.974 4.715
R2 4.906 4.906 4.698
R1 4.784 4.784 4.680 4.750
PP 4.716 4.716 4.716 4.699
S1 4.594 4.594 4.646 4.560
S2 4.526 4.526 4.628
S3 4.336 4.404 4.611
S4 4.146 4.214 4.559
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.522 5.432 4.961
R3 5.259 5.169 4.888
R2 4.996 4.996 4.864
R1 4.906 4.906 4.840 4.951
PP 4.733 4.733 4.733 4.756
S1 4.643 4.643 4.792 4.688
S2 4.470 4.470 4.768
S3 4.207 4.380 4.744
S4 3.944 4.117 4.671
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.871 4.647 0.224 4.8% 0.123 2.6% 7% False True 13,984
10 4.871 4.525 0.346 7.4% 0.117 2.5% 40% False False 13,820
20 4.871 4.476 0.395 8.5% 0.116 2.5% 47% False False 10,762
40 5.283 4.476 0.807 17.3% 0.119 2.6% 23% False False 10,238
60 5.283 4.476 0.807 17.3% 0.117 2.5% 23% False False 9,059
80 5.283 4.476 0.807 17.3% 0.113 2.4% 23% False False 8,039
100 5.283 4.476 0.807 17.3% 0.111 2.4% 23% False False 7,232
120 5.283 4.476 0.807 17.3% 0.106 2.3% 23% False False 6,401
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 5.645
2.618 5.334
1.618 5.144
1.000 5.027
0.618 4.954
HIGH 4.837
0.618 4.764
0.500 4.742
0.382 4.720
LOW 4.647
0.618 4.530
1.000 4.457
1.618 4.340
2.618 4.150
4.250 3.840
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 4.742 4.749
PP 4.716 4.720
S1 4.689 4.692

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

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