NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 4.681 4.580 -0.101 -2.2% 4.743
High 4.685 4.580 -0.105 -2.2% 4.765
Low 4.579 4.529 -0.050 -1.1% 4.529
Close 4.607 4.533 -0.074 -1.6% 4.533
Range 0.106 0.051 -0.055 -51.9% 0.236
ATR 0.097 0.096 -0.001 -1.4% 0.000
Volume 3,444 5,637 2,193 63.7% 20,134
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.700 4.668 4.561
R3 4.649 4.617 4.547
R2 4.598 4.598 4.542
R1 4.566 4.566 4.538 4.557
PP 4.547 4.547 4.547 4.543
S1 4.515 4.515 4.528 4.506
S2 4.496 4.496 4.524
S3 4.445 4.464 4.519
S4 4.394 4.413 4.505
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.317 5.161 4.663
R3 5.081 4.925 4.598
R2 4.845 4.845 4.576
R1 4.689 4.689 4.555 4.649
PP 4.609 4.609 4.609 4.589
S1 4.453 4.453 4.511 4.413
S2 4.373 4.373 4.490
S3 4.137 4.217 4.468
S4 3.901 3.981 4.403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.765 4.529 0.236 5.2% 0.074 1.6% 2% False True 4,026
10 4.912 4.529 0.383 8.4% 0.089 2.0% 1% False True 4,499
20 4.912 4.529 0.383 8.4% 0.091 2.0% 1% False True 4,757
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.017
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4.797
2.618 4.714
1.618 4.663
1.000 4.631
0.618 4.612
HIGH 4.580
0.618 4.561
0.500 4.555
0.382 4.548
LOW 4.529
0.618 4.497
1.000 4.478
1.618 4.446
2.618 4.395
4.250 4.312
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 4.555 4.620
PP 4.547 4.591
S1 4.540 4.562

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

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