NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 4.751 4.783 0.032 0.7% 4.908
High 4.830 4.810 -0.020 -0.4% 4.962
Low 4.748 4.705 -0.043 -0.9% 4.748
Close 4.770 4.742 -0.028 -0.6% 4.770
Range 0.082 0.105 0.023 28.0% 0.214
ATR 0.114 0.113 -0.001 -0.6% 0.000
Volume 16,076 8,591 -7,485 -46.6% 84,394
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.067 5.010 4.800
R3 4.962 4.905 4.771
R2 4.857 4.857 4.761
R1 4.800 4.800 4.752 4.776
PP 4.752 4.752 4.752 4.741
S1 4.695 4.695 4.732 4.671
S2 4.647 4.647 4.723
S3 4.542 4.590 4.713
S4 4.437 4.485 4.684
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 4.949 4.705 0.244 5.1% 0.113 2.4% 15% False True 13,423
10 4.962 4.687 0.275 5.8% 0.111 2.3% 20% False False 16,532
20 4.962 4.587 0.375 7.9% 0.111 2.3% 41% False False 15,683
40 5.356 4.587 0.769 16.2% 0.111 2.3% 20% False False 14,915
60 5.356 4.587 0.769 16.2% 0.112 2.4% 20% False False 13,438
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.256
2.618 5.085
1.618 4.980
1.000 4.915
0.618 4.875
HIGH 4.810
0.618 4.770
0.500 4.758
0.382 4.745
LOW 4.705
0.618 4.640
1.000 4.600
1.618 4.535
2.618 4.430
4.250 4.259
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 4.758 4.820
PP 4.752 4.794
S1 4.747 4.768

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

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