NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 08-Jul-2011

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	4.733	4.654	-0.079	-1.7%	4.785
High	4.735	4.719	-0.016	-0.3%	4.865
Low	4.587	4.630	0.043	0.9%	4.587
Close	4.642	4.709	0.067	1.4%	4.709
Range	0.148	0.089	-0.059	-39.9%	0.278
ATR	0.113	0.112	-0.002	-1.5%	0.000
Volume	24,142	20,611	-3,531	-14.6%	68,597

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.953	4.920	4.758
R3	4.864	4.831	4.733
R2	4.775	4.775	4.725
R1	4.742	4.742	4.717	4.759
PP	4.686	4.686	4.686	4.694
S1	4.653	4.653	4.701	4.670
S2	4.597	4.597	4.693
S3	4.508	4.564	4.685
S4	4.419	4.475	4.660

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.554	5.410	4.862
R3	5.276	5.132	4.785
R2	4.998	4.998	4.760
R1	4.854	4.854	4.734	4.787
PP	4.720	4.720	4.720	4.687
S1	4.576	4.576	4.684	4.509
S2	4.442	4.442	4.658
S3	4.164	4.298	4.633
S4	3.886	4.020	4.556

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.865	4.587	0.278	5.9%	0.105	2.2%	44%	False	False	17,735
10	4.873	4.587	0.286	6.1%	0.103	2.2%	43%	False	False	14,890
20	5.242	4.587	0.655	13.9%	0.105	2.2%	19%	False	False	13,831
40	5.356	4.587	0.769	16.3%	0.111	2.4%	16%	False	False	12,681

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	0.021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.097
2.618	4.952
1.618	4.863
1.000	4.808
0.618	4.774
HIGH	4.719
0.618	4.685
0.500	4.675
0.382	4.664
LOW	4.630
0.618	4.575
1.000	4.541
1.618	4.486
2.618	4.397
4.250	4.252

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	4.698	4.706
PP	4.686	4.703
S1	4.675	4.700

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols