NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 4.695 4.681 -0.014 -0.3% 4.843
High 4.710 4.685 -0.025 -0.5% 4.912
Low 4.653 4.579 -0.074 -1.6% 4.711
Close 4.669 4.607 -0.062 -1.3% 4.730
Range 0.057 0.106 0.049 86.0% 0.201
ATR 0.096 0.097 0.001 0.7% 0.000
Volume 3,094 3,444 350 11.3% 24,863
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.942 4.880 4.665
R3 4.836 4.774 4.636
R2 4.730 4.730 4.626
R1 4.668 4.668 4.617 4.646
PP 4.624 4.624 4.624 4.613
S1 4.562 4.562 4.597 4.540
S2 4.518 4.518 4.588
S3 4.412 4.456 4.578
S4 4.306 4.350 4.549
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 4.780 4.579 0.201 4.4% 0.078 1.7% 14% False True 3,953
10 4.912 4.579 0.333 7.2% 0.095 2.1% 8% False True 4,527
20 4.912 4.558 0.354 7.7% 0.098 2.1% 14% False False 4,690
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.136
2.618 4.963
1.618 4.857
1.000 4.791
0.618 4.751
HIGH 4.685
0.618 4.645
0.500 4.632
0.382 4.619
LOW 4.579
0.618 4.513
1.000 4.473
1.618 4.407
2.618 4.301
4.250 4.129
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 4.632 4.645
PP 4.624 4.632
S1 4.615 4.620

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

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