NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 4.362 4.229 -0.133 -3.0% 4.273
High 4.367 4.253 -0.114 -2.6% 4.437
Low 4.218 4.067 -0.151 -3.6% 4.219
Close 4.222 4.138 -0.084 -2.0% 4.330
Range 0.149 0.186 0.037 24.8% 0.218
ATR 0.137 0.141 0.003 2.5% 0.000
Volume 52,889 40,081 -12,808 -24.2% 125,996
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.711 4.610 4.240
R3 4.525 4.424 4.189
R2 4.339 4.339 4.172
R1 4.238 4.238 4.155 4.196
PP 4.153 4.153 4.153 4.131
S1 4.052 4.052 4.121 4.010
S2 3.967 3.967 4.104
S3 3.781 3.866 4.087
S4 3.595 3.680 4.036
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 4.067 0.370 8.9% 0.155 3.7% 19% False True 37,385
10 4.437 4.067 0.370 8.9% 0.135 3.3% 19% False True 30,556
20 5.011 4.067 0.944 22.8% 0.150 3.6% 8% False True 36,454
40 5.011 4.067 0.944 22.8% 0.139 3.4% 8% False True 31,017
60 5.011 4.067 0.944 22.8% 0.134 3.2% 8% False True 26,103
80 5.011 4.067 0.944 22.8% 0.133 3.2% 8% False True 22,215
100 5.011 4.011 1.000 24.2% 0.128 3.1% 13% False False 19,317
120 5.011 4.011 1.000 24.2% 0.124 3.0% 13% False False 16,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.035
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.044
2.618 4.740
1.618 4.554
1.000 4.439
0.618 4.368
HIGH 4.253
0.618 4.182
0.500 4.160
0.382 4.138
LOW 4.067
0.618 3.952
1.000 3.881
1.618 3.766
2.618 3.580
4.250 3.277
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 4.160 4.244
PP 4.153 4.208
S1 4.145 4.173

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

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