NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 4.797 4.737 -0.060 -1.3% 4.890
High 4.809 4.737 -0.072 -1.5% 4.958
Low 4.707 4.671 -0.036 -0.8% 4.750
Close 4.741 4.722 -0.019 -0.4% 4.770
Range 0.102 0.066 -0.036 -35.3% 0.208
ATR 0.106 0.104 -0.003 -2.4% 0.000
Volume 1,892 3,479 1,587 83.9% 13,289
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.908 4.881 4.758
R3 4.842 4.815 4.740
R2 4.776 4.776 4.734
R1 4.749 4.749 4.728 4.730
PP 4.710 4.710 4.710 4.700
S1 4.683 4.683 4.716 4.664
S2 4.644 4.644 4.710
S3 4.578 4.617 4.704
S4 4.512 4.551 4.686
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.450 5.318 4.884
R3 5.242 5.110 4.827
R2 5.034 5.034 4.808
R1 4.902 4.902 4.789 4.864
PP 4.826 4.826 4.826 4.807
S1 4.694 4.694 4.751 4.656
S2 4.618 4.618 4.732
S3 4.410 4.486 4.713
S4 4.202 4.278 4.656
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.944 4.671 0.273 5.8% 0.109 2.3% 19% False True 2,543
10 4.958 4.671 0.287 6.1% 0.097 2.1% 18% False True 2,549
20 4.958 4.590 0.368 7.8% 0.103 2.2% 36% False False 2,551
40 5.330 4.590 0.740 15.7% 0.102 2.2% 18% False False 2,210
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.018
2.618 4.910
1.618 4.844
1.000 4.803
0.618 4.778
HIGH 4.737
0.618 4.712
0.500 4.704
0.382 4.696
LOW 4.671
0.618 4.630
1.000 4.605
1.618 4.564
2.618 4.498
4.250 4.391
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 4.716 4.749
PP 4.710 4.740
S1 4.704 4.731

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

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