NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 4.908 4.904 -0.004 -0.1% 4.712
High 4.962 4.940 -0.022 -0.4% 4.920
Low 4.864 4.884 0.020 0.4% 4.658
Close 4.920 4.903 -0.017 -0.3% 4.914
Range 0.098 0.056 -0.042 -42.9% 0.262
ATR 0.113 0.109 -0.004 -3.6% 0.000
Volume 25,869 16,890 -8,979 -34.7% 86,550
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.077 5.046 4.934
R3 5.021 4.990 4.918
R2 4.965 4.965 4.913
R1 4.934 4.934 4.908 4.922
PP 4.909 4.909 4.909 4.903
S1 4.878 4.878 4.898 4.866
S2 4.853 4.853 4.893
S3 4.797 4.822 4.888
S4 4.741 4.766 4.872
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.617 5.527 5.058
R3 5.355 5.265 4.986
R2 5.093 5.093 4.962
R1 5.003 5.003 4.938 5.048
PP 4.831 4.831 4.831 4.853
S1 4.741 4.741 4.890 4.786
S2 4.569 4.569 4.866
S3 4.307 4.479 4.842
S4 4.045 4.217 4.770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.962 4.714 0.248 5.1% 0.098 2.0% 76% False False 19,800
10 4.962 4.587 0.375 7.6% 0.108 2.2% 84% False False 18,575
20 4.962 4.587 0.375 7.6% 0.106 2.2% 84% False False 15,482
40 5.356 4.587 0.769 15.7% 0.110 2.2% 41% False False 14,508
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.026
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 5.178
2.618 5.087
1.618 5.031
1.000 4.996
0.618 4.975
HIGH 4.940
0.618 4.919
0.500 4.912
0.382 4.905
LOW 4.884
0.618 4.849
1.000 4.828
1.618 4.793
2.618 4.737
4.250 4.646
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 4.912 4.896
PP 4.909 4.888
S1 4.906 4.881

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

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