NYMEX Natural Gas Future December 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 4.611 4.535 -0.076 -1.6% 4.668
High 4.630 4.535 -0.095 -2.1% 4.710
Low 4.518 4.457 -0.061 -1.4% 4.457
Close 4.545 4.462 -0.083 -1.8% 4.462
Range 0.112 0.078 -0.034 -30.4% 0.253
ATR 0.109 0.108 -0.002 -1.4% 0.000
Volume 8,259 13,842 5,583 67.6% 44,190
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.719 4.668 4.505
R3 4.641 4.590 4.483
R2 4.563 4.563 4.476
R1 4.512 4.512 4.469 4.499
PP 4.485 4.485 4.485 4.478
S1 4.434 4.434 4.455 4.421
S2 4.407 4.407 4.448
S3 4.329 4.356 4.441
S4 4.251 4.278 4.419
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.302 5.135 4.601
R3 5.049 4.882 4.532
R2 4.796 4.796 4.508
R1 4.629 4.629 4.485 4.586
PP 4.543 4.543 4.543 4.522
S1 4.376 4.376 4.439 4.333
S2 4.290 4.290 4.416
S3 4.037 4.123 4.392
S4 3.784 3.870 4.323
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.710 4.457 0.253 5.7% 0.084 1.9% 2% False True 8,838
10 4.871 4.457 0.414 9.3% 0.099 2.2% 1% False True 10,764
20 4.871 4.457 0.414 9.3% 0.106 2.4% 1% False True 11,578
40 5.283 4.457 0.826 18.5% 0.114 2.5% 1% False True 10,485
60 5.283 4.457 0.826 18.5% 0.116 2.6% 1% False True 9,150
80 5.283 4.457 0.826 18.5% 0.110 2.5% 1% False True 8,289
100 5.283 4.457 0.826 18.5% 0.110 2.5% 1% False True 7,564
120 5.283 4.457 0.826 18.5% 0.106 2.4% 1% False True 6,742
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.867
2.618 4.739
1.618 4.661
1.000 4.613
0.618 4.583
HIGH 4.535
0.618 4.505
0.500 4.496
0.382 4.487
LOW 4.457
0.618 4.409
1.000 4.379
1.618 4.331
2.618 4.253
4.250 4.126
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 4.496 4.558
PP 4.485 4.526
S1 4.473 4.494

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

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