NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 4.782 4.778 -0.004 -0.1% 4.760
High 4.795 4.846 0.051 1.1% 4.853
Low 4.697 4.771 0.074 1.6% 4.590
Close 4.782 4.843 0.061 1.3% 4.710
Range 0.098 0.075 -0.023 -23.5% 0.263
ATR 0.108 0.106 -0.002 -2.2% 0.000
Volume 1,325 1,935 610 46.0% 10,142
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.045 5.019 4.884
R3 4.970 4.944 4.864
R2 4.895 4.895 4.857
R1 4.869 4.869 4.850 4.882
PP 4.820 4.820 4.820 4.827
S1 4.794 4.794 4.836 4.807
S2 4.745 4.745 4.829
S3 4.670 4.719 4.822
S4 4.595 4.644 4.802
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.507 5.371 4.855
R3 5.244 5.108 4.782
R2 4.981 4.981 4.758
R1 4.845 4.845 4.734 4.782
PP 4.718 4.718 4.718 4.686
S1 4.582 4.582 4.686 4.519
S2 4.455 4.455 4.662
S3 4.192 4.319 4.638
S4 3.929 4.056 4.565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.846 4.590 0.256 5.3% 0.109 2.2% 99% True False 2,227
10 4.868 4.590 0.278 5.7% 0.105 2.2% 91% False False 2,538
20 5.074 4.590 0.484 10.0% 0.101 2.1% 52% False False 2,064
40 5.330 4.590 0.740 15.3% 0.104 2.2% 34% False False 1,980
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.165
2.618 5.042
1.618 4.967
1.000 4.921
0.618 4.892
HIGH 4.846
0.618 4.817
0.500 4.809
0.382 4.800
LOW 4.771
0.618 4.725
1.000 4.696
1.618 4.650
2.618 4.575
4.250 4.452
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 4.832 4.814
PP 4.820 4.785
S1 4.809 4.756

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

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