NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 4.810 4.733 -0.077 -1.6% 4.734
High 4.812 4.735 -0.077 -1.6% 4.873
Low 4.717 4.587 -0.130 -2.8% 4.686
Close 4.721 4.642 -0.079 -1.7% 4.798
Range 0.095 0.148 0.053 55.8% 0.187
ATR 0.111 0.113 0.003 2.4% 0.000
Volume 11,692 24,142 12,450 106.5% 65,539
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.099 5.018 4.723
R3 4.951 4.870 4.683
R2 4.803 4.803 4.669
R1 4.722 4.722 4.656 4.689
PP 4.655 4.655 4.655 4.638
S1 4.574 4.574 4.628 4.541
S2 4.507 4.507 4.615
S3 4.359 4.426 4.601
S4 4.211 4.278 4.561
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 4.587 0.286 6.2% 0.124 2.7% 19% False True 16,155
10 4.873 4.587 0.286 6.2% 0.110 2.4% 19% False True 13,892
20 5.356 4.587 0.769 16.6% 0.116 2.5% 7% False True 13,339
40 5.356 4.587 0.769 16.6% 0.111 2.4% 7% False True 12,378
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 0.020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.364
2.618 5.122
1.618 4.974
1.000 4.883
0.618 4.826
HIGH 4.735
0.618 4.678
0.500 4.661
0.382 4.644
LOW 4.587
0.618 4.496
1.000 4.439
1.618 4.348
2.618 4.200
4.250 3.958
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 4.661 4.726
PP 4.655 4.698
S1 4.648 4.670

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

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