NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 4.713 4.605 -0.108 -2.3% 4.797
High 4.726 4.615 -0.111 -2.3% 4.809
Low 4.620 4.563 -0.057 -1.2% 4.563
Close 4.646 4.565 -0.081 -1.7% 4.565
Range 0.106 0.052 -0.054 -50.9% 0.246
ATR 0.101 0.099 -0.001 -1.3% 0.000
Volume 2,462 6,316 3,854 156.5% 17,688
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.737 4.703 4.594
R3 4.685 4.651 4.579
R2 4.633 4.633 4.575
R1 4.599 4.599 4.570 4.590
PP 4.581 4.581 4.581 4.577
S1 4.547 4.547 4.560 4.538
S2 4.529 4.529 4.555
S3 4.477 4.495 4.551
S4 4.425 4.443 4.536
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.384 5.220 4.700
R3 5.138 4.974 4.633
R2 4.892 4.892 4.610
R1 4.728 4.728 4.588 4.687
PP 4.646 4.646 4.646 4.625
S1 4.482 4.482 4.542 4.441
S2 4.400 4.400 4.520
S3 4.154 4.236 4.497
S4 3.908 3.990 4.430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.809 4.563 0.246 5.4% 0.077 1.7% 1% False True 3,537
10 4.958 4.563 0.395 8.7% 0.091 2.0% 1% False True 3,097
20 4.958 4.563 0.395 8.7% 0.096 2.1% 1% False True 2,762
40 5.330 4.563 0.767 16.8% 0.100 2.2% 0% False True 2,373
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.836
2.618 4.751
1.618 4.699
1.000 4.667
0.618 4.647
HIGH 4.615
0.618 4.595
0.500 4.589
0.382 4.583
LOW 4.563
0.618 4.531
1.000 4.511
1.618 4.479
2.618 4.427
4.250 4.342
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 4.589 4.658
PP 4.581 4.627
S1 4.573 4.596

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

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