NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 4.890 4.936 0.046 0.9% 4.665
High 4.958 4.937 -0.021 -0.4% 4.913
Low 4.865 4.886 0.021 0.4% 4.665
Close 4.919 4.901 -0.018 -0.4% 4.912
Range 0.093 0.051 -0.042 -45.2% 0.248
ATR 0.106 0.102 -0.004 -3.7% 0.000
Volume 2,824 3,120 296 10.5% 9,919
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.061 5.032 4.929
R3 5.010 4.981 4.915
R2 4.959 4.959 4.910
R1 4.930 4.930 4.906 4.919
PP 4.908 4.908 4.908 4.903
S1 4.879 4.879 4.896 4.868
S2 4.857 4.857 4.892
S3 4.806 4.828 4.887
S4 4.755 4.777 4.873
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 4.726 0.232 4.7% 0.085 1.7% 75% False False 2,556
10 4.958 4.590 0.368 7.5% 0.099 2.0% 85% False False 2,398
20 4.958 4.590 0.368 7.5% 0.099 2.0% 85% False False 2,231
40 5.330 4.590 0.740 15.1% 0.103 2.1% 42% False False 2,033
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 5.154
2.618 5.071
1.618 5.020
1.000 4.988
0.618 4.969
HIGH 4.937
0.618 4.918
0.500 4.912
0.382 4.905
LOW 4.886
0.618 4.854
1.000 4.835
1.618 4.803
2.618 4.752
4.250 4.669
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 4.912 4.894
PP 4.908 4.886
S1 4.905 4.879

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

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