NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 4.564 4.603 0.039 0.9% 4.783
High 4.619 4.636 0.017 0.4% 4.810
Low 4.555 4.555 0.000 0.0% 4.558
Close 4.607 4.576 -0.031 -0.7% 4.564
Range 0.064 0.081 0.017 26.6% 0.252
ATR 0.103 0.102 -0.002 -1.6% 0.000
Volume 14,090 13,603 -487 -3.5% 68,321
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.832 4.785 4.621
R3 4.751 4.704 4.598
R2 4.670 4.670 4.591
R1 4.623 4.623 4.583 4.606
PP 4.589 4.589 4.589 4.581
S1 4.542 4.542 4.569 4.525
S2 4.508 4.508 4.561
S3 4.427 4.461 4.554
S4 4.346 4.380 4.531
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% 0.078 1.7% 10% False True 15,366
10 4.949 4.555 0.394 8.6% 0.098 2.1% 5% False True 13,764
20 4.962 4.555 0.407 8.9% 0.103 2.2% 5% False True 16,170
40 5.356 4.555 0.801 17.5% 0.107 2.3% 3% False True 14,611
60 5.356 4.555 0.801 17.5% 0.108 2.3% 3% False True 13,413
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.980
2.618 4.848
1.618 4.767
1.000 4.717
0.618 4.686
HIGH 4.636
0.618 4.605
0.500 4.596
0.382 4.586
LOW 4.555
0.618 4.505
1.000 4.474
1.618 4.424
2.618 4.343
4.250 4.211
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 4.596 4.596
PP 4.589 4.589
S1 4.583 4.583

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

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