NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 4.466 4.505 0.039 0.9% 4.668
High 4.517 4.537 0.020 0.4% 4.710
Low 4.461 4.457 -0.004 -0.1% 4.457
Close 4.505 4.478 -0.027 -0.6% 4.462
Range 0.056 0.080 0.024 42.9% 0.253
ATR 0.104 0.102 -0.002 -1.7% 0.000
Volume 13,737 16,278 2,541 18.5% 44,190
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.731 4.684 4.522
R3 4.651 4.604 4.500
R2 4.571 4.571 4.493
R1 4.524 4.524 4.485 4.508
PP 4.491 4.491 4.491 4.482
S1 4.444 4.444 4.471 4.428
S2 4.411 4.411 4.463
S3 4.331 4.364 4.456
S4 4.251 4.284 4.434
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 4.659 4.457 0.202 4.5% 0.077 1.7% 10% False True 11,869
10 4.851 4.457 0.394 8.8% 0.097 2.2% 5% False True 10,464
20 4.871 4.457 0.414 9.2% 0.104 2.3% 5% False True 12,138
40 5.283 4.457 0.826 18.4% 0.112 2.5% 3% False True 10,463
60 5.283 4.457 0.826 18.4% 0.112 2.5% 3% False True 9,348
80 5.283 4.457 0.826 18.4% 0.109 2.4% 3% False True 8,540
100 5.283 4.457 0.826 18.4% 0.109 2.4% 3% False True 7,802
120 5.283 4.457 0.826 18.4% 0.106 2.4% 3% False True 6,941
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.877
2.618 4.746
1.618 4.666
1.000 4.617
0.618 4.586
HIGH 4.537
0.618 4.506
0.500 4.497
0.382 4.488
LOW 4.457
0.618 4.408
1.000 4.377
1.618 4.328
2.618 4.248
4.250 4.117
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 4.497 4.497
PP 4.491 4.491
S1 4.484 4.484

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

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