NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 22-Jul-2011

Day Change Summary
	Previous	Current
	21-Jul-2011	22-Jul-2011	Change	Change %	Previous Week
Open	4.469	4.351	-0.118	-2.6%	4.525
High	4.562	4.445	-0.117	-2.6%	4.586
Low	4.342	4.334	-0.008	-0.2%	4.334
Close	4.362	4.370	0.008	0.2%	4.370
Range	0.220	0.111	-0.109	-49.5%	0.252
ATR	0.141	0.139	-0.002	-1.5%	0.000
Volume	66,905	52,204	-14,701	-22.0%	284,908

Daily Pivots for day following 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.716	4.654	4.431
R3	4.605	4.543	4.401
R2	4.494	4.494	4.390
R1	4.432	4.432	4.380	4.463
PP	4.383	4.383	4.383	4.399
S1	4.321	4.321	4.360	4.352
S2	4.272	4.272	4.350
S3	4.161	4.210	4.339
S4	4.050	4.099	4.309

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.186	5.030	4.509
R3	4.934	4.778	4.439
R2	4.682	4.682	4.416
R1	4.526	4.526	4.393	4.478
PP	4.430	4.430	4.430	4.406
S1	4.274	4.274	4.347	4.226
S2	4.178	4.178	4.324
S3	3.926	4.022	4.301
S4	3.674	3.770	4.231

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.586	4.334	0.252	5.8%	0.138	3.2%	14%	False	True	56,981
10	4.586	4.179	0.407	9.3%	0.140	3.2%	47%	False	False	56,127
20	4.586	4.067	0.519	11.9%	0.133	3.0%	58%	False	False	44,934
40	5.011	4.067	0.944	21.6%	0.143	3.3%	32%	False	False	42,660
60	5.011	4.067	0.944	21.6%	0.139	3.2%	32%	False	False	34,158
80	5.011	4.067	0.944	21.6%	0.132	3.0%	32%	False	False	28,591
100	5.011	4.011	1.000	22.9%	0.131	3.0%	36%	False	False	24,876
120	5.011	4.011	1.000	22.9%	0.126	2.9%	36%	False	False	21,585

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.043
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.917
2.618	4.736
1.618	4.625
1.000	4.556
0.618	4.514
HIGH	4.445
0.618	4.403
0.500	4.390
0.382	4.376
LOW	4.334
0.618	4.265
1.000	4.223
1.618	4.154
2.618	4.043
4.250	3.862

Fisher Pivots for day following 22-Jul-2011
Pivot	1 day	3 day
R1	4.390	4.454
PP	4.383	4.426
S1	4.377	4.398

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols