NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 4.654 4.712 0.058 1.2% 4.785
High 4.719 4.802 0.083 1.8% 4.865
Low 4.630 4.658 0.028 0.6% 4.587
Close 4.709 4.764 0.055 1.2% 4.709
Range 0.089 0.144 0.055 61.8% 0.278
ATR 0.112 0.114 0.002 2.1% 0.000
Volume 20,611 14,206 -6,405 -31.1% 68,597
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.173 5.113 4.843
R3 5.029 4.969 4.804
R2 4.885 4.885 4.790
R1 4.825 4.825 4.777 4.855
PP 4.741 4.741 4.741 4.757
S1 4.681 4.681 4.751 4.711
S2 4.597 4.597 4.738
S3 4.453 4.537 4.724
S4 4.309 4.393 4.685
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.554 5.410 4.862
R3 5.276 5.132 4.785
R2 4.998 4.998 4.760
R1 4.854 4.854 4.734 4.787
PP 4.720 4.720 4.720 4.687
S1 4.576 4.576 4.684 4.509
S2 4.442 4.442 4.658
S3 4.164 4.298 4.633
S4 3.886 4.020 4.556
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.865 4.587 0.278 5.8% 0.120 2.5% 64% False False 16,560
10 4.873 4.587 0.286 6.0% 0.110 2.3% 62% False False 14,834
20 5.242 4.587 0.655 13.7% 0.109 2.3% 27% False False 13,279
40 5.356 4.587 0.769 16.1% 0.112 2.3% 23% False False 12,840
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.414
2.618 5.179
1.618 5.035
1.000 4.946
0.618 4.891
HIGH 4.802
0.618 4.747
0.500 4.730
0.382 4.713
LOW 4.658
0.618 4.569
1.000 4.514
1.618 4.425
2.618 4.281
4.250 4.046
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 4.753 4.741
PP 4.741 4.718
S1 4.730 4.695

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

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