NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 4.413 4.365 -0.048 -1.1% 4.546
High 4.459 4.391 -0.068 -1.5% 4.612
Low 4.343 4.316 -0.027 -0.6% 4.370
Close 4.386 4.370 -0.016 -0.4% 4.399
Range 0.116 0.075 -0.041 -35.3% 0.242
ATR 0.138 0.134 -0.005 -3.3% 0.000
Volume 73,501 52,937 -20,564 -28.0% 513,179
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.584 4.552 4.411
R3 4.509 4.477 4.391
R2 4.434 4.434 4.384
R1 4.402 4.402 4.377 4.418
PP 4.359 4.359 4.359 4.367
S1 4.327 4.327 4.363 4.343
S2 4.284 4.284 4.356
S3 4.209 4.252 4.349
S4 4.134 4.177 4.329
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.186 5.035 4.532
R3 4.944 4.793 4.466
R2 4.702 4.702 4.443
R1 4.551 4.551 4.421 4.506
PP 4.460 4.460 4.460 4.438
S1 4.309 4.309 4.377 4.264
S2 4.218 4.218 4.355
S3 3.976 4.067 4.332
S4 3.734 3.825 4.266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.597 4.316 0.281 6.4% 0.136 3.1% 19% False True 90,449
10 4.612 4.252 0.360 8.2% 0.131 3.0% 33% False False 101,253
20 4.612 4.064 0.548 12.5% 0.136 3.1% 56% False False 98,342
40 5.000 4.064 0.936 21.4% 0.138 3.2% 33% False False 76,083
60 5.000 4.064 0.936 21.4% 0.138 3.2% 33% False False 59,184
80 5.000 4.064 0.936 21.4% 0.132 3.0% 33% False False 48,860
100 5.000 3.994 1.006 23.0% 0.133 3.0% 37% False False 41,098
120 5.000 3.994 1.006 23.0% 0.128 2.9% 37% False False 35,201
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.710
2.618 4.587
1.618 4.512
1.000 4.466
0.618 4.437
HIGH 4.391
0.618 4.362
0.500 4.354
0.382 4.345
LOW 4.316
0.618 4.270
1.000 4.241
1.618 4.195
2.618 4.120
4.250 3.997
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 4.365 4.395
PP 4.359 4.387
S1 4.354 4.378

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

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