NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 4.535 4.499 -0.036 -0.8% 4.231
High 4.597 4.594 -0.003 -0.1% 4.555
Low 4.433 4.373 -0.060 -1.4% 4.182
Close 4.500 4.392 -0.108 -2.4% 4.505
Range 0.164 0.221 0.057 34.8% 0.373
ATR 0.137 0.143 0.006 4.4% 0.000
Volume 120,281 126,770 6,489 5.4% 563,992
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.116 4.975 4.514
R3 4.895 4.754 4.453
R2 4.674 4.674 4.433
R1 4.533 4.533 4.412 4.493
PP 4.453 4.453 4.453 4.433
S1 4.312 4.312 4.372 4.272
S2 4.232 4.232 4.351
S3 4.011 4.091 4.331
S4 3.790 3.870 4.270
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.533 5.392 4.710
R3 5.160 5.019 4.608
R2 4.787 4.787 4.573
R1 4.646 4.646 4.539 4.717
PP 4.414 4.414 4.414 4.449
S1 4.273 4.273 4.471 4.344
S2 4.041 4.041 4.437
S3 3.668 3.900 4.402
S4 3.295 3.527 4.300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.612 4.373 0.239 5.4% 0.151 3.4% 8% False True 113,799
10 4.612 4.121 0.491 11.2% 0.140 3.2% 55% False False 107,691
20 4.612 4.064 0.548 12.5% 0.139 3.2% 60% False False 98,127
40 5.000 4.064 0.936 21.3% 0.143 3.2% 35% False False 72,634
60 5.000 4.064 0.936 21.3% 0.140 3.2% 35% False False 56,571
80 5.000 4.064 0.936 21.3% 0.135 3.1% 35% False False 46,689
100 5.000 3.994 1.006 22.9% 0.133 3.0% 40% False False 39,243
120 5.000 3.994 1.006 22.9% 0.128 2.9% 40% False False 33,580
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 5.533
2.618 5.173
1.618 4.952
1.000 4.815
0.618 4.731
HIGH 4.594
0.618 4.510
0.500 4.484
0.382 4.457
LOW 4.373
0.618 4.236
1.000 4.152
1.618 4.015
2.618 3.794
4.250 3.434
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 4.484 4.485
PP 4.453 4.454
S1 4.423 4.423

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

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