NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	4.471	4.494	0.023	0.5%	4.645
High	4.556	4.540	-0.016	-0.4%	4.697
Low	4.463	4.431	-0.032	-0.7%	4.463
Close	4.493	4.472	-0.021	-0.5%	4.493
Range	0.093	0.109	0.016	17.2%	0.234
ATR	0.123	0.122	-0.001	-0.8%	0.000
Volume	21,565	16,483	-5,082	-23.6%	104,390

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.808	4.749	4.532
R3	4.699	4.640	4.502
R2	4.590	4.590	4.492
R1	4.531	4.531	4.482	4.506
PP	4.481	4.481	4.481	4.469
S1	4.422	4.422	4.462	4.397
S2	4.372	4.372	4.452
S3	4.263	4.313	4.442
S4	4.154	4.204	4.412

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.253	5.107	4.622
R3	5.019	4.873	4.557
R2	4.785	4.785	4.536
R1	4.639	4.639	4.514	4.595
PP	4.551	4.551	4.551	4.529
S1	4.405	4.405	4.472	4.361
S2	4.317	4.317	4.450
S3	4.083	4.171	4.429
S4	3.849	3.937	4.364

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.679	4.431	0.248	5.5%	0.122	2.7%	17%	False	True	18,674
10	4.697	4.375	0.322	7.2%	0.123	2.7%	30%	False	False	22,120
20	4.697	4.260	0.437	9.8%	0.122	2.7%	49%	False	False	21,140
40	5.106	4.260	0.846	18.9%	0.119	2.7%	25%	False	False	18,806
60	5.106	4.260	0.846	18.9%	0.119	2.7%	25%	False	False	16,253
80	5.106	4.260	0.846	18.9%	0.114	2.6%	25%	False	False	13,875
100	5.106	4.243	0.863	19.3%	0.113	2.5%	27%	False	False	12,264
120	5.106	4.243	0.863	19.3%	0.108	2.4%	27%	False	False	10,817

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.003
2.618	4.825
1.618	4.716
1.000	4.649
0.618	4.607
HIGH	4.540
0.618	4.498
0.500	4.486
0.382	4.473
LOW	4.431
0.618	4.364
1.000	4.322
1.618	4.255
2.618	4.146
4.250	3.968

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	4.486	4.551
PP	4.481	4.524
S1	4.477	4.498

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