NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 4.761 4.778 0.017 0.4% 4.785
High 4.796 4.850 0.054 1.1% 4.865
Low 4.687 4.753 0.066 1.4% 4.587
Close 4.783 4.845 0.062 1.3% 4.709
Range 0.109 0.097 -0.012 -11.0% 0.278
ATR 0.114 0.112 -0.001 -1.0% 0.000
Volume 16,102 18,083 1,981 12.3% 68,597
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.107 5.073 4.898
R3 5.010 4.976 4.872
R2 4.913 4.913 4.863
R1 4.879 4.879 4.854 4.896
PP 4.816 4.816 4.816 4.825
S1 4.782 4.782 4.836 4.799
S2 4.719 4.719 4.827
S3 4.622 4.685 4.818
S4 4.525 4.588 4.792
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 4.850 4.587 0.263 5.4% 0.117 2.4% 98% True False 18,628
10 4.873 4.587 0.286 5.9% 0.114 2.3% 90% False False 16,678
20 5.088 4.587 0.501 10.3% 0.106 2.2% 51% False False 13,931
40 5.356 4.587 0.769 15.9% 0.111 2.3% 34% False False 13,370
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.262
2.618 5.104
1.618 5.007
1.000 4.947
0.618 4.910
HIGH 4.850
0.618 4.813
0.500 4.802
0.382 4.790
LOW 4.753
0.618 4.693
1.000 4.656
1.618 4.596
2.618 4.499
4.250 4.341
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 4.831 4.815
PP 4.816 4.784
S1 4.802 4.754

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

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