NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 26-Jul-2011

Day Change Summary
	Previous	Current
	25-Jul-2011	26-Jul-2011	Change	Change %	Previous Week
Open	4.494	4.456	-0.038	-0.8%	4.645
High	4.540	4.475	-0.065	-1.4%	4.697
Low	4.431	4.398	-0.033	-0.7%	4.463
Close	4.472	4.454	-0.018	-0.4%	4.493
Range	0.109	0.077	-0.032	-29.4%	0.234
ATR	0.122	0.119	-0.003	-2.6%	0.000
Volume	16,483	18,197	1,714	10.4%	104,390

Daily Pivots for day following 26-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.673	4.641	4.496
R3	4.596	4.564	4.475
R2	4.519	4.519	4.468
R1	4.487	4.487	4.461	4.465
PP	4.442	4.442	4.442	4.431
S1	4.410	4.410	4.447	4.388
S2	4.365	4.365	4.440
S3	4.288	4.333	4.433
S4	4.211	4.256	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	4.398	0.281	6.3%	0.126	2.8%	20%	False	True	17,810
10	4.697	4.392	0.305	6.8%	0.119	2.7%	20%	False	False	21,342
20	4.697	4.260	0.437	9.8%	0.121	2.7%	44%	False	False	21,568
40	5.106	4.260	0.846	19.0%	0.117	2.6%	23%	False	False	18,980
60	5.106	4.260	0.846	19.0%	0.118	2.7%	23%	False	False	16,123
80	5.106	4.260	0.846	19.0%	0.113	2.5%	23%	False	False	14,024
100	5.106	4.243	0.863	19.4%	0.113	2.5%	24%	False	False	12,374
120	5.106	4.243	0.863	19.4%	0.108	2.4%	24%	False	False	10,942

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.802
2.618	4.677
1.618	4.600
1.000	4.552
0.618	4.523
HIGH	4.475
0.618	4.446
0.500	4.437
0.382	4.427
LOW	4.398
0.618	4.350
1.000	4.321
1.618	4.273
2.618	4.196
4.250	4.071

Fisher Pivots for day following 26-Jul-2011
Pivot	1 day	3 day
R1	4.448	4.477
PP	4.442	4.469
S1	4.437	4.462

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