NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 4.525 4.511 -0.014 -0.3% 4.231
High 4.558 4.573 0.015 0.3% 4.528
Low 4.489 4.406 -0.083 -1.8% 4.179
Close 4.511 4.469 -0.042 -0.9% 4.520
Range 0.069 0.167 0.098 142.0% 0.349
ATR 0.133 0.135 0.002 1.8% 0.000
Volume 47,231 63,433 16,202 34.3% 276,367
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.984 4.893 4.561
R3 4.817 4.726 4.515
R2 4.650 4.650 4.500
R1 4.559 4.559 4.484 4.521
PP 4.483 4.483 4.483 4.464
S1 4.392 4.392 4.454 4.354
S2 4.316 4.316 4.438
S3 4.149 4.225 4.423
S4 3.982 4.058 4.377
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.456 5.337 4.712
R3 5.107 4.988 4.616
R2 4.758 4.758 4.584
R1 4.639 4.639 4.552 4.699
PP 4.409 4.409 4.409 4.439
S1 4.290 4.290 4.488 4.350
S2 4.060 4.060 4.456
S3 3.711 3.941 4.424
S4 3.362 3.592 4.328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.586 4.240 0.346 7.7% 0.136 3.0% 66% False False 59,736
10 4.586 4.067 0.519 11.6% 0.135 3.0% 77% False False 53,828
20 4.586 4.067 0.519 11.6% 0.132 2.9% 77% False False 41,586
40 5.011 4.067 0.944 21.1% 0.140 3.1% 43% False False 40,439
60 5.011 4.067 0.944 21.1% 0.137 3.1% 43% False False 32,419
80 5.011 4.067 0.944 21.1% 0.132 3.0% 43% False False 27,317
100 5.011 4.011 1.000 22.4% 0.130 2.9% 46% False False 23,835
120 5.011 4.011 1.000 22.4% 0.125 2.8% 46% False False 20,634
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 False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.283
2.618 5.010
1.618 4.843
1.000 4.740
0.618 4.676
HIGH 4.573
0.618 4.509
0.500 4.490
0.382 4.470
LOW 4.406
0.618 4.303
1.000 4.239
1.618 4.136
2.618 3.969
4.250 3.696
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 4.490 4.496
PP 4.483 4.487
S1 4.476 4.478

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

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