NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 4.825 4.890 0.065 1.3% 4.665
High 4.913 4.958 0.045 0.9% 4.913
Low 4.799 4.865 0.066 1.4% 4.665
Close 4.912 4.919 0.007 0.1% 4.912
Range 0.114 0.093 -0.021 -18.4% 0.248
ATR 0.107 0.106 -0.001 -0.9% 0.000
Volume 2,154 2,824 670 31.1% 9,919
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.193 5.149 4.970
R3 5.100 5.056 4.945
R2 5.007 5.007 4.936
R1 4.963 4.963 4.928 4.985
PP 4.914 4.914 4.914 4.925
S1 4.870 4.870 4.910 4.892
S2 4.821 4.821 4.902
S3 4.728 4.777 4.893
S4 4.635 4.684 4.868
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.574 5.491 5.048
R3 5.326 5.243 4.980
R2 5.078 5.078 4.957
R1 4.995 4.995 4.935 5.037
PP 4.830 4.830 4.830 4.851
S1 4.747 4.747 4.889 4.789
S2 4.582 4.582 4.867
S3 4.334 4.499 4.844
S4 4.086 4.251 4.776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.958 4.697 0.261 5.3% 0.095 1.9% 85% True False 2,197
10 4.958 4.590 0.368 7.5% 0.104 2.1% 89% True False 2,288
20 4.958 4.590 0.368 7.5% 0.100 2.0% 89% True False 2,147
40 5.330 4.590 0.740 15.0% 0.105 2.1% 44% False False 1,996
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.353
2.618 5.201
1.618 5.108
1.000 5.051
0.618 5.015
HIGH 4.958
0.618 4.922
0.500 4.912
0.382 4.901
LOW 4.865
0.618 4.808
1.000 4.772
1.618 4.715
2.618 4.622
4.250 4.470
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 4.917 4.893
PP 4.914 4.868
S1 4.912 4.842

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

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