NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 4.566 4.533 -0.033 -0.7% 4.783
High 4.599 4.538 -0.061 -1.3% 4.810
Low 4.505 4.370 -0.135 -3.0% 4.558
Close 4.524 4.398 -0.126 -2.8% 4.564
Range 0.094 0.168 0.074 78.7% 0.252
ATR 0.101 0.106 0.005 4.7% 0.000
Volume 15,421 17,965 2,544 16.5% 68,321
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.939 4.837 4.490
R3 4.771 4.669 4.444
R2 4.603 4.603 4.429
R1 4.501 4.501 4.413 4.468
PP 4.435 4.435 4.435 4.419
S1 4.333 4.333 4.383 4.300
S2 4.267 4.267 4.367
S3 4.099 4.165 4.352
S4 3.931 3.997 4.306
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 4.636 4.370 0.266 6.0% 0.095 2.2% 11% False True 17,070
10 4.830 4.370 0.460 10.5% 0.091 2.1% 6% False True 14,547
20 4.962 4.370 0.592 13.5% 0.104 2.4% 5% False True 16,047
40 5.356 4.370 0.986 22.4% 0.110 2.5% 3% False True 14,693
60 5.356 4.370 0.986 22.4% 0.109 2.5% 3% False True 13,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.252
2.618 4.978
1.618 4.810
1.000 4.706
0.618 4.642
HIGH 4.538
0.618 4.474
0.500 4.454
0.382 4.434
LOW 4.370
0.618 4.266
1.000 4.202
1.618 4.098
2.618 3.930
4.250 3.656
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 4.454 4.503
PP 4.435 4.468
S1 4.417 4.433

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

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