NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 4.512 4.489 -0.023 -0.5% 4.662
High 4.538 4.499 -0.039 -0.9% 4.683
Low 4.470 4.425 -0.045 -1.0% 4.461
Close 4.489 4.443 -0.046 -1.0% 4.468
Range 0.068 0.074 0.006 8.8% 0.222
ATR 0.086 0.086 -0.001 -1.0% 0.000
Volume 4,696 6,022 1,326 28.2% 27,074
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.678 4.634 4.484
R3 4.604 4.560 4.463
R2 4.530 4.530 4.457
R1 4.486 4.486 4.450 4.471
PP 4.456 4.456 4.456 4.448
S1 4.412 4.412 4.436 4.397
S2 4.382 4.382 4.429
S3 4.308 4.338 4.423
S4 4.234 4.264 4.402
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.203 5.058 4.590
R3 4.981 4.836 4.529
R2 4.759 4.759 4.509
R1 4.614 4.614 4.488 4.576
PP 4.537 4.537 4.537 4.518
S1 4.392 4.392 4.448 4.354
S2 4.315 4.315 4.427
S3 4.093 4.170 4.407
S4 3.871 3.948 4.346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.605 4.425 0.180 4.1% 0.074 1.7% 10% False True 6,090
10 4.753 4.425 0.328 7.4% 0.077 1.7% 5% False True 5,611
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.814
2.618 4.693
1.618 4.619
1.000 4.573
0.618 4.545
HIGH 4.499
0.618 4.471
0.500 4.462
0.382 4.453
LOW 4.425
0.618 4.379
1.000 4.351
1.618 4.305
2.618 4.231
4.250 4.111
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 4.462 4.482
PP 4.456 4.469
S1 4.449 4.456

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

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