NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 4.825 4.762 -0.063 -1.3% 4.843
High 4.878 4.780 -0.098 -2.0% 4.912
Low 4.711 4.711 0.000 0.0% 4.711
Close 4.725 4.730 0.005 0.1% 4.730
Range 0.167 0.069 -0.098 -58.7% 0.201
ATR 0.105 0.102 -0.003 -2.4% 0.000
Volume 5,720 5,268 -452 -7.9% 24,863
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.947 4.908 4.768
R3 4.878 4.839 4.749
R2 4.809 4.809 4.743
R1 4.770 4.770 4.736 4.755
PP 4.740 4.740 4.740 4.733
S1 4.701 4.701 4.724 4.686
S2 4.671 4.671 4.717
S3 4.602 4.632 4.711
S4 4.533 4.563 4.692
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.387 5.260 4.841
R3 5.186 5.059 4.785
R2 4.985 4.985 4.767
R1 4.858 4.858 4.748 4.821
PP 4.784 4.784 4.784 4.766
S1 4.657 4.657 4.712 4.620
S2 4.583 4.583 4.693
S3 4.382 4.456 4.675
S4 4.181 4.255 4.619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.912 4.711 0.201 4.2% 0.103 2.2% 9% False True 4,972
10 4.912 4.661 0.251 5.3% 0.099 2.1% 27% False False 4,741
20 4.912 4.558 0.354 7.5% 0.098 2.1% 49% False False 4,781
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.073
2.618 4.961
1.618 4.892
1.000 4.849
0.618 4.823
HIGH 4.780
0.618 4.754
0.500 4.746
0.382 4.737
LOW 4.711
0.618 4.668
1.000 4.642
1.618 4.599
2.618 4.530
4.250 4.418
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 4.746 4.804
PP 4.740 4.779
S1 4.735 4.755

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

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