NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 4.840 4.785 -0.055 -1.1% 4.734
High 4.847 4.865 0.018 0.4% 4.873
Low 4.782 4.739 -0.043 -0.9% 4.686
Close 4.798 4.838 0.040 0.8% 4.798
Range 0.065 0.126 0.061 93.8% 0.187
ATR 0.109 0.110 0.001 1.1% 0.000
Volume 20,082 12,152 -7,930 -39.5% 65,539
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.192 5.141 4.907
R3 5.066 5.015 4.873
R2 4.940 4.940 4.861
R1 4.889 4.889 4.850 4.915
PP 4.814 4.814 4.814 4.827
S1 4.763 4.763 4.826 4.789
S2 4.688 4.688 4.815
S3 4.562 4.637 4.803
S4 4.436 4.511 4.769
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% 0.112 2.3% 81% False False 14,146
10 4.942 4.686 0.256 5.3% 0.104 2.2% 59% False False 12,389
20 5.356 4.686 0.670 13.8% 0.111 2.3% 23% False False 13,053
40 5.356 4.686 0.670 13.8% 0.110 2.3% 23% False False 12,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.401
2.618 5.195
1.618 5.069
1.000 4.991
0.618 4.943
HIGH 4.865
0.618 4.817
0.500 4.802
0.382 4.787
LOW 4.739
0.618 4.661
1.000 4.613
1.618 4.535
2.618 4.409
4.250 4.204
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 4.826 4.819
PP 4.814 4.799
S1 4.802 4.780

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

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