NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 4.712 4.723 0.011 0.2% 4.603
High 4.727 4.823 0.096 2.0% 4.823
Low 4.600 4.694 0.094 2.0% 4.560
Close 4.696 4.816 0.120 2.6% 4.816
Range 0.127 0.129 0.002 1.6% 0.263
ATR 0.118 0.118 0.001 0.7% 0.000
Volume 15,172 16,542 1,370 9.0% 68,450
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.165 5.119 4.887
R3 5.036 4.990 4.851
R2 4.907 4.907 4.840
R1 4.861 4.861 4.828 4.884
PP 4.778 4.778 4.778 4.789
S1 4.732 4.732 4.804 4.755
S2 4.649 4.649 4.792
S3 4.520 4.603 4.781
S4 4.391 4.474 4.745
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.522 5.432 4.961
R3 5.259 5.169 4.888
R2 4.996 4.996 4.864
R1 4.906 4.906 4.840 4.951
PP 4.733 4.733 4.733 4.756
S1 4.643 4.643 4.792 4.688
S2 4.470 4.470 4.768
S3 4.207 4.380 4.744
S4 3.944 4.117 4.671
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.823 4.560 0.263 5.5% 0.119 2.5% 97% True False 13,690
10 4.823 4.476 0.347 7.2% 0.114 2.4% 98% True False 12,392
20 4.861 4.476 0.385 8.0% 0.114 2.4% 88% False False 9,718
40 5.283 4.476 0.807 16.8% 0.119 2.5% 42% False False 9,362
60 5.283 4.476 0.807 16.8% 0.114 2.4% 42% False False 8,460
80 5.283 4.476 0.807 16.8% 0.112 2.3% 42% False False 7,670
100 5.283 4.476 0.807 16.8% 0.111 2.3% 42% False False 6,779
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 0.024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.371
2.618 5.161
1.618 5.032
1.000 4.952
0.618 4.903
HIGH 4.823
0.618 4.774
0.500 4.759
0.382 4.743
LOW 4.694
0.618 4.614
1.000 4.565
1.618 4.485
2.618 4.356
4.250 4.146
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 4.797 4.781
PP 4.778 4.746
S1 4.759 4.712

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

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