NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 4.673 4.712 0.039 0.8% 4.681
High 4.745 4.727 -0.018 -0.4% 4.760
Low 4.651 4.600 -0.051 -1.1% 4.476
Close 4.737 4.696 -0.041 -0.9% 4.600
Range 0.094 0.127 0.033 35.1% 0.284
ATR 0.116 0.118 0.001 1.3% 0.000
Volume 12,411 15,172 2,761 22.2% 43,643
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.055 5.003 4.766
R3 4.928 4.876 4.731
R2 4.801 4.801 4.719
R1 4.749 4.749 4.708 4.712
PP 4.674 4.674 4.674 4.656
S1 4.622 4.622 4.684 4.585
S2 4.547 4.547 4.673
S3 4.420 4.495 4.661
S4 4.293 4.368 4.626
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.464 5.316 4.756
R3 5.180 5.032 4.678
R2 4.896 4.896 4.652
R1 4.748 4.748 4.626 4.680
PP 4.612 4.612 4.612 4.578
S1 4.464 4.464 4.574 4.396
S2 4.328 4.328 4.548
S3 4.044 4.180 4.522
S4 3.760 3.896 4.444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.745 4.525 0.220 4.7% 0.110 2.3% 78% False False 13,657
10 4.773 4.476 0.297 6.3% 0.119 2.5% 74% False False 11,412
20 4.985 4.476 0.509 10.8% 0.115 2.4% 43% False False 9,202
40 5.283 4.476 0.807 17.2% 0.117 2.5% 27% False False 9,125
60 5.283 4.476 0.807 17.2% 0.114 2.4% 27% False False 8,269
80 5.283 4.476 0.807 17.2% 0.112 2.4% 27% False False 7,494
100 5.283 4.476 0.807 17.2% 0.110 2.3% 27% False False 6,623
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 0.030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.267
2.618 5.059
1.618 4.932
1.000 4.854
0.618 4.805
HIGH 4.727
0.618 4.678
0.500 4.664
0.382 4.649
LOW 4.600
0.618 4.522
1.000 4.473
1.618 4.395
2.618 4.268
4.250 4.060
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 4.685 4.686
PP 4.674 4.676
S1 4.664 4.666

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

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