NYMEX Natural Gas Future November 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 4.535 4.430 -0.105 -2.3% 4.454
High 4.535 4.432 -0.103 -2.3% 4.590
Low 4.406 4.260 -0.146 -3.3% 4.393
Close 4.411 4.324 -0.087 -2.0% 4.501
Range 0.129 0.172 0.043 33.3% 0.197
ATR 0.117 0.121 0.004 3.3% 0.000
Volume 31,084 29,219 -1,865 -6.0% 59,902
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.855 4.761 4.419
R3 4.683 4.589 4.371
R2 4.511 4.511 4.356
R1 4.417 4.417 4.340 4.378
PP 4.339 4.339 4.339 4.319
S1 4.245 4.245 4.308 4.206
S2 4.167 4.167 4.292
S3 3.995 4.073 4.277
S4 3.823 3.901 4.229
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.086 4.990 4.609
R3 4.889 4.793 4.555
R2 4.692 4.692 4.537
R1 4.596 4.596 4.519 4.644
PP 4.495 4.495 4.495 4.519
S1 4.399 4.399 4.483 4.447
S2 4.298 4.298 4.465
S3 4.101 4.202 4.447
S4 3.904 4.005 4.393
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.590 4.260 0.330 7.6% 0.140 3.2% 19% False True 20,870
10 4.590 4.260 0.330 7.6% 0.121 2.8% 19% False True 15,829
20 5.106 4.260 0.846 19.6% 0.123 2.8% 8% False True 15,510
40 5.106 4.260 0.846 19.6% 0.117 2.7% 8% False True 14,097
60 5.106 4.260 0.846 19.6% 0.114 2.6% 8% False True 12,736
80 5.106 4.260 0.846 19.6% 0.113 2.6% 8% False True 11,241
100 5.106 4.243 0.863 20.0% 0.110 2.5% 9% False False 9,822
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 0.022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.163
2.618 4.882
1.618 4.710
1.000 4.604
0.618 4.538
HIGH 4.432
0.618 4.366
0.500 4.346
0.382 4.326
LOW 4.260
0.618 4.154
1.000 4.088
1.618 3.982
2.618 3.810
4.250 3.529
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 4.346 4.416
PP 4.339 4.385
S1 4.331 4.355

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

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