NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 4.778 4.800 0.022 0.5% 4.760
High 4.846 4.819 -0.027 -0.6% 4.853
Low 4.771 4.726 -0.045 -0.9% 4.590
Close 4.843 4.802 -0.041 -0.8% 4.710
Range 0.075 0.093 0.018 24.0% 0.263
ATR 0.106 0.106 0.001 0.8% 0.000
Volume 1,935 2,748 813 42.0% 10,142
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.061 5.025 4.853
R3 4.968 4.932 4.828
R2 4.875 4.875 4.819
R1 4.839 4.839 4.811 4.857
PP 4.782 4.782 4.782 4.792
S1 4.746 4.746 4.793 4.764
S2 4.689 4.689 4.785
S3 4.596 4.653 4.776
S4 4.503 4.560 4.751
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 4.640 0.206 4.3% 0.096 2.0% 79% False False 2,216
10 4.868 4.590 0.278 5.8% 0.107 2.2% 76% False False 2,580
20 5.064 4.590 0.474 9.9% 0.102 2.1% 45% False False 2,102
40 5.330 4.590 0.740 15.4% 0.103 2.2% 29% False False 1,943
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.214
2.618 5.062
1.618 4.969
1.000 4.912
0.618 4.876
HIGH 4.819
0.618 4.783
0.500 4.773
0.382 4.762
LOW 4.726
0.618 4.669
1.000 4.633
1.618 4.576
2.618 4.483
4.250 4.331
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 4.792 4.792
PP 4.782 4.782
S1 4.773 4.772

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

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