NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 4.778 4.815 0.037 0.8% 4.785
High 4.850 4.834 -0.016 -0.3% 4.865
Low 4.753 4.714 -0.039 -0.8% 4.587
Close 4.845 4.804 -0.041 -0.8% 4.709
Range 0.097 0.120 0.023 23.7% 0.278
ATR 0.112 0.114 0.001 1.2% 0.000
Volume 18,083 18,804 721 4.0% 68,597
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.144 5.094 4.870
R3 5.024 4.974 4.837
R2 4.904 4.904 4.826
R1 4.854 4.854 4.815 4.819
PP 4.784 4.784 4.784 4.767
S1 4.734 4.734 4.793 4.699
S2 4.664 4.664 4.782
S3 4.544 4.614 4.771
S4 4.424 4.494 4.738
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 4.630 0.220 4.6% 0.112 2.3% 79% False False 17,561
10 4.873 4.587 0.286 6.0% 0.118 2.5% 76% False False 16,858
20 5.079 4.587 0.492 10.2% 0.109 2.3% 44% False False 14,336
40 5.356 4.587 0.769 16.0% 0.111 2.3% 28% False False 13,631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.344
2.618 5.148
1.618 5.028
1.000 4.954
0.618 4.908
HIGH 4.834
0.618 4.788
0.500 4.774
0.382 4.760
LOW 4.714
0.618 4.640
1.000 4.594
1.618 4.520
2.618 4.400
4.250 4.204
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 4.794 4.792
PP 4.784 4.780
S1 4.774 4.769

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

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