NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 4.920 4.842 -0.078 -1.6% 4.712
High 4.949 4.934 -0.015 -0.3% 4.920
Low 4.811 4.748 -0.063 -1.3% 4.658
Close 4.856 4.766 -0.090 -1.9% 4.914
Range 0.138 0.186 0.048 34.8% 0.262
ATR 0.111 0.116 0.005 4.8% 0.000
Volume 10,161 15,398 5,237 51.5% 86,550
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.374 5.256 4.868
R3 5.188 5.070 4.817
R2 5.002 5.002 4.800
R1 4.884 4.884 4.783 4.850
PP 4.816 4.816 4.816 4.799
S1 4.698 4.698 4.749 4.664
S2 4.630 4.630 4.732
S3 4.444 4.512 4.715
S4 4.258 4.326 4.664
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 4.748 0.214 4.5% 0.120 2.5% 8% False True 17,534
10 4.962 4.630 0.332 7.0% 0.116 2.4% 41% False False 17,547
20 4.962 4.587 0.375 7.9% 0.113 2.4% 48% False False 15,720
40 5.356 4.587 0.769 16.1% 0.112 2.3% 23% False False 14,698
60 5.356 4.587 0.769 16.1% 0.112 2.4% 23% False False 13,188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.725
2.618 5.421
1.618 5.235
1.000 5.120
0.618 5.049
HIGH 4.934
0.618 4.863
0.500 4.841
0.382 4.819
LOW 4.748
0.618 4.633
1.000 4.562
1.618 4.447
2.618 4.261
4.250 3.958
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 4.841 4.849
PP 4.816 4.821
S1 4.791 4.794

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

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