NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 4.624 4.564 -0.060 -1.3% 4.783
High 4.624 4.619 -0.005 -0.1% 4.810
Low 4.558 4.555 -0.003 -0.1% 4.558
Close 4.564 4.607 0.043 0.9% 4.564
Range 0.066 0.064 -0.002 -3.0% 0.252
ATR 0.107 0.103 -0.003 -2.9% 0.000
Volume 24,273 14,090 -10,183 -42.0% 68,321
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.786 4.760 4.642
R3 4.722 4.696 4.625
R2 4.658 4.658 4.619
R1 4.632 4.632 4.613 4.645
PP 4.594 4.594 4.594 4.600
S1 4.568 4.568 4.601 4.581
S2 4.530 4.530 4.595
S3 4.466 4.504 4.589
S4 4.402 4.440 4.572
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.400 5.234 4.703
R3 5.148 4.982 4.633
R2 4.896 4.896 4.610
R1 4.730 4.730 4.587 4.687
PP 4.644 4.644 4.644 4.623
S1 4.478 4.478 4.541 4.435
S2 4.392 4.392 4.518
S3 4.140 4.226 4.495
S4 3.888 3.974 4.425
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.757 4.555 0.202 4.4% 0.077 1.7% 26% False True 14,764
10 4.949 4.555 0.394 8.6% 0.095 2.1% 13% False True 14,093
20 4.962 4.555 0.407 8.8% 0.105 2.3% 13% False True 16,097
40 5.356 4.555 0.801 17.4% 0.107 2.3% 6% False True 14,586
60 5.356 4.555 0.801 17.4% 0.108 2.3% 6% False True 13,530
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.891
2.618 4.787
1.618 4.723
1.000 4.683
0.618 4.659
HIGH 4.619
0.618 4.595
0.500 4.587
0.382 4.579
LOW 4.555
0.618 4.515
1.000 4.491
1.618 4.451
2.618 4.387
4.250 4.283
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 4.600 4.641
PP 4.594 4.630
S1 4.587 4.618

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

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