NYMEX Natural Gas Future October 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 4.389 4.271 -0.118 -2.7% 4.315
High 4.402 4.290 -0.112 -2.5% 4.473
Low 4.256 4.110 -0.146 -3.4% 4.261
Close 4.260 4.168 -0.092 -2.2% 4.372
Range 0.146 0.180 0.034 23.3% 0.212
ATR 0.134 0.137 0.003 2.5% 0.000
Volume 47,054 48,034 980 2.1% 114,906
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.729 4.629 4.267
R3 4.549 4.449 4.218
R2 4.369 4.369 4.201
R1 4.269 4.269 4.185 4.229
PP 4.189 4.189 4.189 4.170
S1 4.089 4.089 4.152 4.049
S2 4.009 4.009 4.135
S3 3.829 3.909 4.119
S4 3.649 3.729 4.069
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.005 4.900 4.489
R3 4.793 4.688 4.430
R2 4.581 4.581 4.411
R1 4.476 4.476 4.391 4.529
PP 4.369 4.369 4.369 4.395
S1 4.264 4.264 4.353 4.317
S2 4.157 4.157 4.333
S3 3.945 4.052 4.314
S4 3.733 3.840 4.255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.473 4.110 0.363 8.7% 0.150 3.6% 16% False True 36,117
10 4.473 4.110 0.363 8.7% 0.131 3.1% 16% False True 28,609
20 5.010 4.110 0.900 21.6% 0.147 3.5% 6% False True 28,899
40 5.010 4.110 0.900 21.6% 0.136 3.3% 6% False True 27,743
60 5.010 4.110 0.900 21.6% 0.132 3.2% 6% False True 26,056
80 5.010 4.110 0.900 21.6% 0.131 3.1% 6% False True 24,673
100 5.010 4.051 0.959 23.0% 0.127 3.0% 12% False False 22,734
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 0.032
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.055
2.618 4.761
1.618 4.581
1.000 4.470
0.618 4.401
HIGH 4.290
0.618 4.221
0.500 4.200
0.382 4.179
LOW 4.110
0.618 3.999
1.000 3.930
1.618 3.819
2.618 3.639
4.250 3.345
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 4.200 4.282
PP 4.189 4.244
S1 4.179 4.206

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

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