NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 4.700 4.745 0.045 1.0% 4.714
High 4.758 4.756 -0.002 0.0% 4.805
Low 4.671 4.661 -0.010 -0.2% 4.558
Close 4.728 4.741 0.013 0.3% 4.673
Range 0.087 0.095 0.008 9.2% 0.247
ATR 0.102 0.101 0.000 -0.5% 0.000
Volume 3,982 3,693 -289 -7.3% 19,322
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.004 4.968 4.793
R3 4.909 4.873 4.767
R2 4.814 4.814 4.758
R1 4.778 4.778 4.750 4.749
PP 4.719 4.719 4.719 4.705
S1 4.683 4.683 4.732 4.654
S2 4.624 4.624 4.724
S3 4.529 4.588 4.715
S4 4.434 4.493 4.689
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 4.767 4.558 0.209 4.4% 0.098 2.1% 88% False False 4,781
10 4.820 4.558 0.262 5.5% 0.102 2.2% 70% False False 4,811
20 5.055 4.558 0.497 10.5% 0.097 2.1% 37% False False 4,546
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.160
2.618 5.005
1.618 4.910
1.000 4.851
0.618 4.815
HIGH 4.756
0.618 4.720
0.500 4.709
0.382 4.697
LOW 4.661
0.618 4.602
1.000 4.566
1.618 4.507
2.618 4.412
4.250 4.257
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 4.730 4.720
PP 4.719 4.699
S1 4.709 4.679

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

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