NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 4.712 4.761 0.049 1.0% 4.785
High 4.802 4.796 -0.006 -0.1% 4.865
Low 4.658 4.687 0.029 0.6% 4.587
Close 4.764 4.783 0.019 0.4% 4.709
Range 0.144 0.109 -0.035 -24.3% 0.278
ATR 0.114 0.114 0.000 -0.3% 0.000
Volume 14,206 16,102 1,896 13.3% 68,597
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.082 5.042 4.843
R3 4.973 4.933 4.813
R2 4.864 4.864 4.803
R1 4.824 4.824 4.793 4.844
PP 4.755 4.755 4.755 4.766
S1 4.715 4.715 4.773 4.735
S2 4.646 4.646 4.763
S3 4.537 4.606 4.753
S4 4.428 4.497 4.723
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 4.812 4.587 0.225 4.7% 0.117 2.4% 87% False False 17,350
10 4.873 4.587 0.286 6.0% 0.115 2.4% 69% False False 15,748
20 5.125 4.587 0.538 11.2% 0.105 2.2% 36% False False 13,622
40 5.356 4.587 0.769 16.1% 0.112 2.3% 25% False False 13,035
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.259
2.618 5.081
1.618 4.972
1.000 4.905
0.618 4.863
HIGH 4.796
0.618 4.754
0.500 4.742
0.382 4.729
LOW 4.687
0.618 4.620
1.000 4.578
1.618 4.511
2.618 4.402
4.250 4.224
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 4.769 4.761
PP 4.755 4.738
S1 4.742 4.716

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

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