NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 4.533 4.390 -0.143 -3.2% 4.564
High 4.538 4.451 -0.087 -1.9% 4.636
Low 4.370 4.361 -0.009 -0.2% 4.361
Close 4.398 4.432 0.034 0.8% 4.432
Range 0.168 0.090 -0.078 -46.4% 0.275
ATR 0.106 0.105 -0.001 -1.1% 0.000
Volume 17,965 34,710 16,745 93.2% 95,789
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.685 4.648 4.482
R3 4.595 4.558 4.457
R2 4.505 4.505 4.449
R1 4.468 4.468 4.440 4.487
PP 4.415 4.415 4.415 4.424
S1 4.378 4.378 4.424 4.397
S2 4.325 4.325 4.416
S3 4.235 4.288 4.407
S4 4.145 4.198 4.383
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.301 5.142 4.583
R3 5.026 4.867 4.508
R2 4.751 4.751 4.482
R1 4.592 4.592 4.457 4.534
PP 4.476 4.476 4.476 4.448
S1 4.317 4.317 4.407 4.259
S2 4.201 4.201 4.382
S3 3.926 4.042 4.356
S4 3.651 3.767 4.281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.636 4.361 0.275 6.2% 0.099 2.2% 26% False True 19,157
10 4.810 4.361 0.449 10.1% 0.092 2.1% 16% False True 16,411
20 4.962 4.361 0.601 13.6% 0.104 2.3% 12% False True 16,752
40 5.242 4.361 0.881 19.9% 0.104 2.4% 8% False True 15,292
60 5.356 4.361 0.995 22.5% 0.108 2.4% 7% False True 14,038
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 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.834
2.618 4.687
1.618 4.597
1.000 4.541
0.618 4.507
HIGH 4.451
0.618 4.417
0.500 4.406
0.382 4.395
LOW 4.361
0.618 4.305
1.000 4.271
1.618 4.215
2.618 4.125
4.250 3.979
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 4.423 4.480
PP 4.415 4.464
S1 4.406 4.448

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

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