NYMEX Natural Gas Future December 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 4.635 4.611 -0.024 -0.5% 4.821
High 4.659 4.630 -0.029 -0.6% 4.871
Low 4.598 4.518 -0.080 -1.7% 4.644
Close 4.616 4.545 -0.071 -1.5% 4.668
Range 0.061 0.112 0.051 83.6% 0.227
ATR 0.109 0.109 0.000 0.2% 0.000
Volume 7,229 8,259 1,030 14.2% 63,455
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.900 4.835 4.607
R3 4.788 4.723 4.576
R2 4.676 4.676 4.566
R1 4.611 4.611 4.555 4.588
PP 4.564 4.564 4.564 4.553
S1 4.499 4.499 4.535 4.476
S2 4.452 4.452 4.524
S3 4.340 4.387 4.514
S4 4.228 4.275 4.483
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.409 5.265 4.793
R3 5.182 5.038 4.730
R2 4.955 4.955 4.710
R1 4.811 4.811 4.689 4.770
PP 4.728 4.728 4.728 4.707
S1 4.584 4.584 4.647 4.543
S2 4.501 4.501 4.626
S3 4.274 4.357 4.606
S4 4.047 4.130 4.543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.726 4.518 0.208 4.6% 0.085 1.9% 13% False True 8,084
10 4.871 4.518 0.353 7.8% 0.104 2.3% 8% False True 11,034
20 4.871 4.476 0.395 8.7% 0.112 2.5% 17% False False 11,223
40 5.283 4.476 0.807 17.8% 0.115 2.5% 9% False False 10,310
60 5.283 4.476 0.807 17.8% 0.117 2.6% 9% False False 9,005
80 5.283 4.476 0.807 17.8% 0.110 2.4% 9% False False 8,184
100 5.283 4.476 0.807 17.8% 0.110 2.4% 9% False False 7,465
120 5.283 4.476 0.807 17.8% 0.106 2.3% 9% False False 6,651
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 0.029
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.106
2.618 4.923
1.618 4.811
1.000 4.742
0.618 4.699
HIGH 4.630
0.618 4.587
0.500 4.574
0.382 4.561
LOW 4.518
0.618 4.449
1.000 4.406
1.618 4.337
2.618 4.225
4.250 4.042
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 4.574 4.589
PP 4.564 4.574
S1 4.555 4.560

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

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