NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 4.842 4.751 -0.091 -1.9% 4.908
High 4.934 4.830 -0.104 -2.1% 4.962
Low 4.748 4.748 0.000 0.0% 4.748
Close 4.766 4.770 0.004 0.1% 4.770
Range 0.186 0.082 -0.104 -55.9% 0.214
ATR 0.116 0.114 -0.002 -2.1% 0.000
Volume 15,398 16,076 678 4.4% 84,394
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.029 4.981 4.815
R3 4.947 4.899 4.793
R2 4.865 4.865 4.785
R1 4.817 4.817 4.778 4.841
PP 4.783 4.783 4.783 4.795
S1 4.735 4.735 4.762 4.759
S2 4.701 4.701 4.755
S3 4.619 4.653 4.747
S4 4.537 4.571 4.725
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.469 5.333 4.888
R3 5.255 5.119 4.829
R2 5.041 5.041 4.809
R1 4.905 4.905 4.790 4.866
PP 4.827 4.827 4.827 4.807
S1 4.691 4.691 4.750 4.652
S2 4.613 4.613 4.731
S3 4.399 4.477 4.711
S4 4.185 4.263 4.652
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% 0.112 2.3% 10% False True 16,878
10 4.962 4.658 0.304 6.4% 0.115 2.4% 37% False False 17,094
20 4.962 4.587 0.375 7.9% 0.109 2.3% 49% False False 15,992
40 5.356 4.587 0.769 16.1% 0.113 2.4% 24% False False 14,898
60 5.356 4.587 0.769 16.1% 0.112 2.4% 24% False False 13,374
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 0.035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.179
2.618 5.045
1.618 4.963
1.000 4.912
0.618 4.881
HIGH 4.830
0.618 4.799
0.500 4.789
0.382 4.779
LOW 4.748
0.618 4.697
1.000 4.666
1.618 4.615
2.618 4.533
4.250 4.400
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 4.789 4.849
PP 4.783 4.822
S1 4.776 4.796

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

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