NYMEX Natural Gas Future March 2012

Trading Metrics calculated at close of trading on 08-Jul-2011

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	4.665	4.608	-0.057	-1.2%	4.714
High	4.690	4.680	-0.010	-0.2%	4.805
Low	4.558	4.599	0.041	0.9%	4.558
Close	4.608	4.673	0.065	1.4%	4.673
Range	0.132	0.081	-0.051	-38.6%	0.247
ATR	0.105	0.103	-0.002	-1.6%	0.000
Volume	4,688	5,915	1,227	26.2%	19,322

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.894	4.864	4.718
R3	4.813	4.783	4.695
R2	4.732	4.732	4.688
R1	4.702	4.702	4.680	4.717
PP	4.651	4.651	4.651	4.658
S1	4.621	4.621	4.666	4.636
S2	4.570	4.570	4.658
S3	4.489	4.540	4.651
S4	4.408	4.459	4.628

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.420	5.293	4.809
R3	5.173	5.046	4.741
R2	4.926	4.926	4.718
R1	4.799	4.799	4.696	4.739
PP	4.679	4.679	4.679	4.649
S1	4.552	4.552	4.650	4.492
S2	4.432	4.432	4.628
S3	4.185	4.305	4.605
S4	3.938	4.058	4.537

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.805	4.558	0.247	5.3%	0.094	2.0%	47%	False	False	5,519
10	4.820	4.558	0.262	5.6%	0.097	2.1%	44%	False	False	4,822

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.024
2.618	4.892
1.618	4.811
1.000	4.761
0.618	4.730
HIGH	4.680
0.618	4.649
0.500	4.640
0.382	4.630
LOW	4.599
0.618	4.549
1.000	4.518
1.618	4.468
2.618	4.387
4.250	4.255

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	4.662	4.670
PP	4.651	4.666
S1	4.640	4.663

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