NYMEX Natural Gas Future January 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 4.710 4.624 -0.086 -1.8% 4.783
High 4.727 4.624 -0.103 -2.2% 4.810
Low 4.610 4.558 -0.052 -1.1% 4.558
Close 4.645 4.564 -0.081 -1.7% 4.564
Range 0.117 0.066 -0.051 -43.6% 0.252
ATR 0.108 0.107 -0.002 -1.4% 0.000
Volume 11,929 24,273 12,344 103.5% 68,321
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.780 4.738 4.600
R3 4.714 4.672 4.582
R2 4.648 4.648 4.576
R1 4.606 4.606 4.570 4.594
PP 4.582 4.582 4.582 4.576
S1 4.540 4.540 4.558 4.528
S2 4.516 4.516 4.552
S3 4.450 4.474 4.546
S4 4.384 4.408 4.528
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.400 5.234 4.703
R3 5.148 4.982 4.633
R2 4.896 4.896 4.610
R1 4.730 4.730 4.587 4.687
PP 4.644 4.644 4.644 4.623
S1 4.478 4.478 4.541 4.435
S2 4.392 4.392 4.518
S3 4.140 4.226 4.495
S4 3.888 3.974 4.425
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.810 4.558 0.252 5.5% 0.085 1.9% 2% False True 13,664
10 4.962 4.558 0.404 8.9% 0.098 2.2% 1% False True 15,271
20 4.962 4.558 0.404 8.9% 0.105 2.3% 1% False True 16,397
40 5.356 4.558 0.798 17.5% 0.108 2.4% 1% False True 14,949
60 5.356 4.558 0.798 17.5% 0.111 2.4% 1% False True 13,480
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.905
2.618 4.797
1.618 4.731
1.000 4.690
0.618 4.665
HIGH 4.624
0.618 4.599
0.500 4.591
0.382 4.583
LOW 4.558
0.618 4.517
1.000 4.492
1.618 4.451
2.618 4.385
4.250 4.278
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 4.591 4.658
PP 4.582 4.626
S1 4.573 4.595

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

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