NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 4.355 4.360 0.005 0.1% 4.540
High 4.370 4.391 0.021 0.5% 4.600
Low 4.292 4.316 0.024 0.6% 4.355
Close 4.347 4.333 -0.014 -0.3% 4.385
Range 0.078 0.075 -0.003 -3.8% 0.245
ATR 0.129 0.125 -0.004 -3.0% 0.000
Volume 24,190 23,811 -379 -1.6% 208,518
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.572 4.527 4.374
R3 4.497 4.452 4.354
R2 4.422 4.422 4.347
R1 4.377 4.377 4.340 4.362
PP 4.347 4.347 4.347 4.339
S1 4.302 4.302 4.326 4.287
S2 4.272 4.272 4.319
S3 4.197 4.227 4.312
S4 4.122 4.152 4.292
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.182 5.028 4.520
R3 4.937 4.783 4.452
R2 4.692 4.692 4.430
R1 4.538 4.538 4.407 4.493
PP 4.447 4.447 4.447 4.424
S1 4.293 4.293 4.363 4.248
S2 4.202 4.202 4.340
S3 3.957 4.048 4.318
S4 3.712 3.803 4.250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.572 4.292 0.280 6.5% 0.116 2.7% 15% False False 30,570
10 4.600 4.263 0.337 7.8% 0.123 2.8% 21% False False 36,181
20 4.600 4.110 0.490 11.3% 0.128 2.9% 46% False False 37,066
40 5.010 4.110 0.900 20.8% 0.132 3.1% 25% False False 34,642
60 5.010 4.110 0.900 20.8% 0.134 3.1% 25% False False 30,239
80 5.010 4.110 0.900 20.8% 0.128 2.9% 25% False False 27,709
100 5.010 4.053 0.957 22.1% 0.129 3.0% 29% False False 25,999
120 5.010 4.051 0.959 22.1% 0.124 2.9% 29% False False 24,283
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.710
2.618 4.587
1.618 4.512
1.000 4.466
0.618 4.437
HIGH 4.391
0.618 4.362
0.500 4.354
0.382 4.345
LOW 4.316
0.618 4.270
1.000 4.241
1.618 4.195
2.618 4.120
4.250 3.997
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 4.354 4.366
PP 4.347 4.355
S1 4.340 4.344

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

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