NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 4.800 4.825 0.025 0.5% 4.665
High 4.819 4.913 0.094 2.0% 4.913
Low 4.726 4.799 0.073 1.5% 4.665
Close 4.802 4.912 0.110 2.3% 4.912
Range 0.093 0.114 0.021 22.6% 0.248
ATR 0.106 0.107 0.001 0.5% 0.000
Volume 2,748 2,154 -594 -21.6% 9,919
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.217 5.178 4.975
R3 5.103 5.064 4.943
R2 4.989 4.989 4.933
R1 4.950 4.950 4.922 4.970
PP 4.875 4.875 4.875 4.884
S1 4.836 4.836 4.902 4.856
S2 4.761 4.761 4.891
S3 4.647 4.722 4.881
S4 4.533 4.608 4.849
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.574 5.491 5.048
R3 5.326 5.243 4.980
R2 5.078 5.078 4.957
R1 4.995 4.995 4.935 5.037
PP 4.830 4.830 4.830 4.851
S1 4.747 4.747 4.889 4.789
S2 4.582 4.582 4.867
S3 4.334 4.499 4.844
S4 4.086 4.251 4.776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.913 4.665 0.248 5.0% 0.103 2.1% 100% True False 1,983
10 4.913 4.590 0.323 6.6% 0.101 2.0% 100% True False 2,427
20 4.950 4.590 0.360 7.3% 0.101 2.1% 89% False False 2,124
40 5.330 4.590 0.740 15.1% 0.105 2.1% 44% False False 1,952
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.398
2.618 5.211
1.618 5.097
1.000 5.027
0.618 4.983
HIGH 4.913
0.618 4.869
0.500 4.856
0.382 4.843
LOW 4.799
0.618 4.729
1.000 4.685
1.618 4.615
2.618 4.501
4.250 4.315
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 4.893 4.881
PP 4.875 4.850
S1 4.856 4.820

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

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