NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 4.739 4.827 0.088 1.9% 4.821
High 4.830 4.828 -0.002 0.0% 4.942
Low 4.724 4.750 0.026 0.6% 4.697
Close 4.818 4.777 -0.041 -0.9% 4.750
Range 0.106 0.078 -0.028 -26.4% 0.245
ATR 0.109 0.106 -0.002 -2.0% 0.000
Volume 8,784 17,007 8,223 93.6% 58,138
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.019 4.976 4.820
R3 4.941 4.898 4.798
R2 4.863 4.863 4.791
R1 4.820 4.820 4.784 4.803
PP 4.785 4.785 4.785 4.776
S1 4.742 4.742 4.770 4.725
S2 4.707 4.707 4.763
S3 4.629 4.664 4.756
S4 4.551 4.586 4.734
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.531 5.386 4.885
R3 5.286 5.141 4.817
R2 5.041 5.041 4.795
R1 4.896 4.896 4.772 4.846
PP 4.796 4.796 4.796 4.772
S1 4.651 4.651 4.728 4.601
S2 4.551 4.551 4.705
S3 4.306 4.406 4.683
S4 4.061 4.161 4.615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.858 4.691 0.167 3.5% 0.095 2.0% 51% False False 11,628
10 5.079 4.691 0.388 8.1% 0.099 2.1% 22% False False 11,815
20 5.356 4.691 0.665 13.9% 0.109 2.3% 13% False False 13,367
40 5.356 4.691 0.665 13.9% 0.113 2.4% 13% False False 11,898
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.160
2.618 5.032
1.618 4.954
1.000 4.906
0.618 4.876
HIGH 4.828
0.618 4.798
0.500 4.789
0.382 4.780
LOW 4.750
0.618 4.702
1.000 4.672
1.618 4.624
2.618 4.546
4.250 4.419
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 4.789 4.772
PP 4.785 4.766
S1 4.781 4.761

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

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