NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 4.751 4.840 0.089 1.9% 4.734
High 4.873 4.847 -0.026 -0.5% 4.873
Low 4.686 4.782 0.096 2.0% 4.686
Close 4.844 4.798 -0.046 -0.9% 4.798
Range 0.187 0.065 -0.122 -65.2% 0.187
ATR 0.112 0.109 -0.003 -3.0% 0.000
Volume 12,709 20,082 7,373 58.0% 65,539
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.004 4.966 4.834
R3 4.939 4.901 4.816
R2 4.874 4.874 4.810
R1 4.836 4.836 4.804 4.823
PP 4.809 4.809 4.809 4.802
S1 4.771 4.771 4.792 4.758
S2 4.744 4.744 4.786
S3 4.679 4.706 4.780
S4 4.614 4.641 4.762
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.347 5.259 4.901
R3 5.160 5.072 4.849
R2 4.973 4.973 4.832
R1 4.885 4.885 4.815 4.929
PP 4.786 4.786 4.786 4.808
S1 4.698 4.698 4.781 4.742
S2 4.599 4.599 4.764
S3 4.412 4.511 4.747
S4 4.225 4.324 4.695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.873 4.686 0.187 3.9% 0.100 2.1% 60% False False 13,107
10 4.942 4.686 0.256 5.3% 0.100 2.1% 44% False False 12,367
20 5.356 4.686 0.670 14.0% 0.109 2.3% 17% False False 13,076
40 5.356 4.686 0.670 14.0% 0.109 2.3% 17% False False 12,247
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.123
2.618 5.017
1.618 4.952
1.000 4.912
0.618 4.887
HIGH 4.847
0.618 4.822
0.500 4.815
0.382 4.807
LOW 4.782
0.618 4.742
1.000 4.717
1.618 4.677
2.618 4.612
4.250 4.506
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 4.815 4.792
PP 4.809 4.786
S1 4.804 4.780

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

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