NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 4.723 4.710 -0.013 -0.3% 4.908
High 4.757 4.727 -0.030 -0.6% 4.962
Low 4.693 4.610 -0.083 -1.8% 4.748
Close 4.713 4.645 -0.068 -1.4% 4.770
Range 0.064 0.117 0.053 82.8% 0.214
ATR 0.107 0.108 0.001 0.6% 0.000
Volume 12,938 11,929 -1,009 -7.8% 84,394
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.012 4.945 4.709
R3 4.895 4.828 4.677
R2 4.778 4.778 4.666
R1 4.711 4.711 4.656 4.686
PP 4.661 4.661 4.661 4.648
S1 4.594 4.594 4.634 4.569
S2 4.544 4.544 4.624
S3 4.427 4.477 4.613
S4 4.310 4.360 4.581
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 4.830 4.610 0.220 4.7% 0.088 1.9% 16% False True 12,024
10 4.962 4.610 0.352 7.6% 0.104 2.2% 10% False True 14,779
20 4.962 4.587 0.375 8.1% 0.111 2.4% 15% False False 15,819
40 5.356 4.587 0.769 16.6% 0.110 2.4% 8% False False 14,593
60 5.356 4.587 0.769 16.6% 0.112 2.4% 8% False False 13,205
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.224
2.618 5.033
1.618 4.916
1.000 4.844
0.618 4.799
HIGH 4.727
0.618 4.682
0.500 4.669
0.382 4.655
LOW 4.610
0.618 4.538
1.000 4.493
1.618 4.421
2.618 4.304
4.250 4.113
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 4.669 4.684
PP 4.661 4.671
S1 4.653 4.658

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

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