NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	4.933	4.875	-0.058	-1.2%	4.665
High	4.944	4.920	-0.024	-0.5%	4.913
Low	4.813	4.750	-0.063	-1.3%	4.665
Close	4.854	4.765	-0.089	-1.8%	4.912
Range	0.131	0.170	0.039	29.8%	0.248
ATR	0.104	0.109	0.005	4.5%	0.000
Volume	1,375	3,142	1,767	128.5%	9,919

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.322	5.213	4.859
R3	5.152	5.043	4.812
R2	4.982	4.982	4.796
R1	4.873	4.873	4.781	4.843
PP	4.812	4.812	4.812	4.796
S1	4.703	4.703	4.749	4.673
S2	4.642	4.642	4.734
S3	4.472	4.533	4.718
S4	4.302	4.363	4.672

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	4.750	0.208	4.4%	0.112	2.3%	7%	False	True	2,523
10	4.958	4.640	0.318	6.7%	0.104	2.2%	39%	False	False	2,369
20	4.958	4.590	0.368	7.7%	0.105	2.2%	48%	False	False	2,318
40	5.330	4.590	0.740	15.5%	0.104	2.2%	24%	False	False	2,094

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	0.017
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	5.643
2.618	5.365
1.618	5.195
1.000	5.090
0.618	5.025
HIGH	4.920
0.618	4.855
0.500	4.835
0.382	4.815
LOW	4.750
0.618	4.645
1.000	4.580
1.618	4.475
2.618	4.305
4.250	4.028

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	4.835	4.847
PP	4.812	4.820
S1	4.788	4.792

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols