NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 4.603 4.666 0.063 1.4% 4.681
High 4.700 4.690 -0.010 -0.2% 4.760
Low 4.560 4.587 0.027 0.6% 4.476
Close 4.656 4.675 0.019 0.4% 4.600
Range 0.140 0.103 -0.037 -26.4% 0.284
ATR 0.119 0.118 -0.001 -1.0% 0.000
Volume 12,284 12,041 -243 -2.0% 43,643
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.960 4.920 4.732
R3 4.857 4.817 4.703
R2 4.754 4.754 4.694
R1 4.714 4.714 4.684 4.734
PP 4.651 4.651 4.651 4.661
S1 4.611 4.611 4.666 4.631
S2 4.548 4.548 4.656
S3 4.445 4.508 4.647
S4 4.342 4.405 4.618
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 4.722 4.476 0.246 5.3% 0.119 2.5% 81% False False 12,197
10 4.773 4.476 0.297 6.4% 0.118 2.5% 67% False False 9,951
20 5.037 4.476 0.561 12.0% 0.112 2.4% 35% False False 8,754
40 5.283 4.476 0.807 17.3% 0.118 2.5% 25% False False 8,667
60 5.283 4.476 0.807 17.3% 0.114 2.4% 25% False False 8,001
80 5.283 4.476 0.807 17.3% 0.111 2.4% 25% False False 7,280
100 5.283 4.476 0.807 17.3% 0.109 2.3% 25% False False 6,393
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.128
2.618 4.960
1.618 4.857
1.000 4.793
0.618 4.754
HIGH 4.690
0.618 4.651
0.500 4.639
0.382 4.626
LOW 4.587
0.618 4.523
1.000 4.484
1.618 4.420
2.618 4.317
4.250 4.149
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 4.663 4.654
PP 4.651 4.633
S1 4.639 4.613

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

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