NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 4.382 4.341 -0.041 -0.9% 4.273
High 4.400 4.420 0.020 0.5% 4.437
Low 4.321 4.265 -0.056 -1.3% 4.219
Close 4.330 4.371 0.041 0.9% 4.330
Range 0.079 0.155 0.076 96.2% 0.218
ATR 0.135 0.136 0.001 1.1% 0.000
Volume 40,742 26,756 -13,986 -34.3% 125,996
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.817 4.749 4.456
R3 4.662 4.594 4.414
R2 4.507 4.507 4.399
R1 4.439 4.439 4.385 4.473
PP 4.352 4.352 4.352 4.369
S1 4.284 4.284 4.357 4.318
S2 4.197 4.197 4.343
S3 4.042 4.129 4.328
S4 3.887 3.974 4.286
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.983 4.874 4.450
R3 4.765 4.656 4.390
R2 4.547 4.547 4.370
R1 4.438 4.438 4.350 4.493
PP 4.329 4.329 4.329 4.356
S1 4.220 4.220 4.310 4.275
S2 4.111 4.111 4.290
S3 3.893 4.002 4.270
S4 3.675 3.784 4.210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.437 4.231 0.206 4.7% 0.133 3.1% 68% False False 26,464
10 4.499 4.212 0.287 6.6% 0.124 2.8% 55% False False 26,599
20 5.011 4.212 0.799 18.3% 0.142 3.3% 20% False False 38,354
40 5.011 4.212 0.799 18.3% 0.137 3.1% 20% False False 29,823
60 5.011 4.208 0.803 18.4% 0.132 3.0% 20% False False 25,060
80 5.011 4.086 0.925 21.2% 0.131 3.0% 31% False False 21,391
100 5.011 4.011 1.000 22.9% 0.127 2.9% 36% False False 18,497
120 5.011 4.011 1.000 22.9% 0.122 2.8% 36% False False 16,021
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.079
2.618 4.826
1.618 4.671
1.000 4.575
0.618 4.516
HIGH 4.420
0.618 4.361
0.500 4.343
0.382 4.324
LOW 4.265
0.618 4.169
1.000 4.110
1.618 4.014
2.618 3.859
4.250 3.606
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 4.362 4.359
PP 4.352 4.346
S1 4.343 4.334

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

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