NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 4.283 4.320 0.037 0.9% 4.313
High 4.350 4.418 0.068 1.6% 4.411
Low 4.223 4.313 0.090 2.1% 4.064
Close 4.333 4.403 0.070 1.6% 4.205
Range 0.127 0.105 -0.022 -17.3% 0.347
ATR 0.139 0.136 -0.002 -1.7% 0.000
Volume 86,104 102,670 16,566 19.2% 390,192
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.693 4.653 4.461
R3 4.588 4.548 4.432
R2 4.483 4.483 4.422
R1 4.443 4.443 4.413 4.463
PP 4.378 4.378 4.378 4.388
S1 4.338 4.338 4.393 4.358
S2 4.273 4.273 4.384
S3 4.168 4.233 4.374
S4 4.063 4.128 4.345
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.268 5.083 4.396
R3 4.921 4.736 4.300
R2 4.574 4.574 4.269
R1 4.389 4.389 4.237 4.308
PP 4.227 4.227 4.227 4.186
S1 4.042 4.042 4.173 3.961
S2 3.880 3.880 4.141
S3 3.533 3.695 4.110
S4 3.186 3.348 4.014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.418 4.064 0.354 8.0% 0.135 3.1% 96% True False 101,476
10 4.422 4.064 0.358 8.1% 0.138 3.1% 95% False False 97,123
20 4.638 4.064 0.574 13.0% 0.131 3.0% 59% False False 77,307
40 5.000 4.064 0.936 21.3% 0.139 3.2% 36% False False 58,021
60 5.000 4.064 0.936 21.3% 0.136 3.1% 36% False False 46,182
80 5.000 4.064 0.936 21.3% 0.133 3.0% 36% False False 38,633
100 5.000 3.994 1.006 22.8% 0.131 3.0% 41% False False 32,478
120 5.000 3.994 1.006 22.8% 0.127 2.9% 41% False False 27,966
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 0.037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.864
2.618 4.693
1.618 4.588
1.000 4.523
0.618 4.483
HIGH 4.418
0.618 4.378
0.500 4.366
0.382 4.353
LOW 4.313
0.618 4.248
1.000 4.208
1.618 4.143
2.618 4.038
4.250 3.867
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 4.391 4.369
PP 4.378 4.334
S1 4.366 4.300

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

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