NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 4.588 4.604 0.016 0.3% 4.797
High 4.621 4.636 0.015 0.3% 4.809
Low 4.572 4.558 -0.014 -0.3% 4.563
Close 4.608 4.578 -0.030 -0.7% 4.565
Range 0.049 0.078 0.029 59.2% 0.246
ATR 0.096 0.095 -0.001 -1.4% 0.000
Volume 4,532 4,149 -383 -8.5% 17,688
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.825 4.779 4.621
R3 4.747 4.701 4.599
R2 4.669 4.669 4.592
R1 4.623 4.623 4.585 4.607
PP 4.591 4.591 4.591 4.583
S1 4.545 4.545 4.571 4.529
S2 4.513 4.513 4.564
S3 4.435 4.467 4.557
S4 4.357 4.389 4.535
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 4.753 4.558 0.195 4.3% 0.069 1.5% 10% False True 4,199
10 4.944 4.558 0.386 8.4% 0.089 1.9% 5% False True 3,371
20 4.958 4.558 0.400 8.7% 0.094 2.0% 5% False True 2,884
40 5.330 4.558 0.772 16.9% 0.098 2.1% 3% False True 2,485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.968
2.618 4.840
1.618 4.762
1.000 4.714
0.618 4.684
HIGH 4.636
0.618 4.606
0.500 4.597
0.382 4.588
LOW 4.558
0.618 4.510
1.000 4.480
1.618 4.432
2.618 4.354
4.250 4.227
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 4.597 4.597
PP 4.591 4.591
S1 4.584 4.584

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

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