NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 4.304 4.379 0.075 1.7% 4.341
High 4.400 4.393 -0.007 -0.2% 4.420
Low 4.293 4.240 -0.053 -1.2% 4.067
Close 4.387 4.358 -0.029 -0.7% 4.204
Range 0.107 0.153 0.046 43.0% 0.353
ATR 0.135 0.137 0.001 0.9% 0.000
Volume 47,563 60,298 12,735 26.8% 175,761
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.789 4.727 4.442
R3 4.636 4.574 4.400
R2 4.483 4.483 4.386
R1 4.421 4.421 4.372 4.376
PP 4.330 4.330 4.330 4.308
S1 4.268 4.268 4.344 4.223
S2 4.177 4.177 4.330
S3 4.024 4.115 4.316
S4 3.871 3.962 4.274
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.289 5.100 4.398
R3 4.936 4.747 4.301
R2 4.583 4.583 4.269
R1 4.394 4.394 4.236 4.312
PP 4.230 4.230 4.230 4.190
S1 4.041 4.041 4.172 3.959
S2 3.877 3.877 4.139
S3 3.524 3.688 4.107
S4 3.171 3.335 4.010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.400 4.127 0.273 6.3% 0.127 2.9% 85% False False 51,963
10 4.437 4.067 0.370 8.5% 0.141 3.2% 79% False False 44,674
20 4.652 4.067 0.585 13.4% 0.134 3.1% 50% False False 34,964
40 5.011 4.067 0.944 21.7% 0.138 3.2% 31% False False 35,721
60 5.011 4.067 0.944 21.7% 0.135 3.1% 31% False False 29,093
80 5.011 4.067 0.944 21.7% 0.132 3.0% 31% False False 24,847
100 5.011 4.011 1.000 22.9% 0.130 3.0% 35% False False 21,622
120 5.011 4.011 1.000 22.9% 0.125 2.9% 35% False False 18,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.043
2.618 4.794
1.618 4.641
1.000 4.546
0.618 4.488
HIGH 4.393
0.618 4.335
0.500 4.317
0.382 4.298
LOW 4.240
0.618 4.145
1.000 4.087
1.618 3.992
2.618 3.839
4.250 3.590
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 4.344 4.339
PP 4.330 4.320
S1 4.317 4.302

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

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