NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 4.771 4.656 -0.115 -2.4% 4.821
High 4.837 4.726 -0.111 -2.3% 4.871
Low 4.647 4.644 -0.003 -0.1% 4.644
Close 4.663 4.668 0.005 0.1% 4.668
Range 0.190 0.082 -0.108 -56.8% 0.227
ATR 0.120 0.117 -0.003 -2.3% 0.000
Volume 10,846 10,076 -770 -7.1% 63,455
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.925 4.879 4.713
R3 4.843 4.797 4.691
R2 4.761 4.761 4.683
R1 4.715 4.715 4.676 4.738
PP 4.679 4.679 4.679 4.691
S1 4.633 4.633 4.660 4.656
S2 4.597 4.597 4.653
S3 4.515 4.551 4.645
S4 4.433 4.469 4.623
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.409 5.265 4.793
R3 5.182 5.038 4.730
R2 4.955 4.955 4.710
R1 4.811 4.811 4.689 4.770
PP 4.728 4.728 4.728 4.707
S1 4.584 4.584 4.647 4.543
S2 4.501 4.501 4.626
S3 4.274 4.357 4.606
S4 4.047 4.130 4.543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.871 4.644 0.227 4.9% 0.114 2.4% 11% False True 12,691
10 4.871 4.560 0.311 6.7% 0.116 2.5% 35% False False 13,190
20 4.871 4.476 0.395 8.5% 0.111 2.4% 49% False False 11,015
40 5.283 4.476 0.807 17.3% 0.120 2.6% 24% False False 10,401
60 5.283 4.476 0.807 17.3% 0.117 2.5% 24% False False 9,162
80 5.283 4.476 0.807 17.3% 0.111 2.4% 24% False False 8,081
100 5.283 4.476 0.807 17.3% 0.110 2.4% 24% False False 7,302
120 5.283 4.476 0.807 17.3% 0.106 2.3% 24% False False 6,463
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.075
2.618 4.941
1.618 4.859
1.000 4.808
0.618 4.777
HIGH 4.726
0.618 4.695
0.500 4.685
0.382 4.675
LOW 4.644
0.618 4.593
1.000 4.562
1.618 4.511
2.618 4.429
4.250 4.296
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 4.685 4.748
PP 4.679 4.721
S1 4.674 4.695

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

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