NYMEX Natural Gas Future January 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 4.603 4.566 -0.037 -0.8% 4.783
High 4.636 4.599 -0.037 -0.8% 4.810
Low 4.555 4.505 -0.050 -1.1% 4.558
Close 4.576 4.524 -0.052 -1.1% 4.564
Range 0.081 0.094 0.013 16.0% 0.252
ATR 0.102 0.101 -0.001 -0.6% 0.000
Volume 13,603 15,421 1,818 13.4% 68,321
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.825 4.768 4.576
R3 4.731 4.674 4.550
R2 4.637 4.637 4.541
R1 4.580 4.580 4.533 4.562
PP 4.543 4.543 4.543 4.533
S1 4.486 4.486 4.515 4.468
S2 4.449 4.449 4.507
S3 4.355 4.392 4.498
S4 4.261 4.298 4.472
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 4.727 4.505 0.222 4.9% 0.084 1.9% 9% False True 15,863
10 4.934 4.505 0.429 9.5% 0.093 2.1% 4% False True 14,290
20 4.962 4.505 0.457 10.1% 0.103 2.3% 4% False True 16,356
40 5.356 4.505 0.851 18.8% 0.107 2.4% 2% False True 14,590
60 5.356 4.505 0.851 18.8% 0.107 2.4% 2% False True 13,471
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.999
2.618 4.845
1.618 4.751
1.000 4.693
0.618 4.657
HIGH 4.599
0.618 4.563
0.500 4.552
0.382 4.541
LOW 4.505
0.618 4.447
1.000 4.411
1.618 4.353
2.618 4.259
4.250 4.106
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 4.552 4.571
PP 4.543 4.555
S1 4.533 4.540

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

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