NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 4.783 4.720 -0.063 -1.3% 4.908
High 4.810 4.738 -0.072 -1.5% 4.962
Low 4.705 4.666 -0.039 -0.8% 4.748
Close 4.742 4.723 -0.019 -0.4% 4.770
Range 0.105 0.072 -0.033 -31.4% 0.214
ATR 0.113 0.111 -0.003 -2.4% 0.000
Volume 8,591 10,590 1,999 23.3% 84,394
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.925 4.896 4.763
R3 4.853 4.824 4.743
R2 4.781 4.781 4.736
R1 4.752 4.752 4.730 4.767
PP 4.709 4.709 4.709 4.716
S1 4.680 4.680 4.716 4.695
S2 4.637 4.637 4.710
S3 4.565 4.608 4.703
S4 4.493 4.536 4.683
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 4.666 0.283 6.0% 0.117 2.5% 20% False True 12,163
10 4.962 4.666 0.296 6.3% 0.107 2.3% 19% False True 15,981
20 4.962 4.587 0.375 7.9% 0.111 2.4% 36% False False 15,865
40 5.356 4.587 0.769 16.3% 0.109 2.3% 18% False False 14,897
60 5.356 4.587 0.769 16.3% 0.111 2.4% 18% False False 13,298
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.044
2.618 4.926
1.618 4.854
1.000 4.810
0.618 4.782
HIGH 4.738
0.618 4.710
0.500 4.702
0.382 4.694
LOW 4.666
0.618 4.622
1.000 4.594
1.618 4.550
2.618 4.478
4.250 4.360
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 4.716 4.748
PP 4.709 4.740
S1 4.702 4.731

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

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