NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 4.795 4.760 -0.035 -0.7% 4.822
High 4.823 4.868 0.045 0.9% 4.930
Low 4.752 4.686 -0.066 -1.4% 4.688
Close 4.772 4.839 0.067 1.4% 4.744
Range 0.071 0.182 0.111 156.3% 0.242
ATR 0.102 0.107 0.006 5.6% 0.000
Volume 2,326 3,692 1,366 58.7% 6,996
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.344 5.273 4.939
R3 5.162 5.091 4.889
R2 4.980 4.980 4.872
R1 4.909 4.909 4.856 4.945
PP 4.798 4.798 4.798 4.815
S1 4.727 4.727 4.822 4.763
S2 4.616 4.616 4.806
S3 4.434 4.545 4.789
S4 4.252 4.363 4.739
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.513 5.371 4.877
R3 5.271 5.129 4.811
R2 5.029 5.029 4.788
R1 4.887 4.887 4.766 4.837
PP 4.787 4.787 4.787 4.763
S1 4.645 4.645 4.722 4.595
S2 4.545 4.545 4.700
S3 4.303 4.403 4.677
S4 4.061 4.161 4.611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.868 4.686 0.182 3.8% 0.097 2.0% 84% True True 2,115
10 4.950 4.686 0.264 5.5% 0.101 2.1% 58% False True 1,821
20 5.330 4.686 0.644 13.3% 0.104 2.1% 24% False True 1,985
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.642
2.618 5.344
1.618 5.162
1.000 5.050
0.618 4.980
HIGH 4.868
0.618 4.798
0.500 4.777
0.382 4.756
LOW 4.686
0.618 4.574
1.000 4.504
1.618 4.392
2.618 4.210
4.250 3.913
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 4.818 4.818
PP 4.798 4.798
S1 4.777 4.777

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

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