NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 4.936 4.933 -0.003 -0.1% 4.665
High 4.937 4.944 0.007 0.1% 4.913
Low 4.886 4.813 -0.073 -1.5% 4.665
Close 4.901 4.854 -0.047 -1.0% 4.912
Range 0.051 0.131 0.080 156.9% 0.248
ATR 0.102 0.104 0.002 2.0% 0.000
Volume 3,120 1,375 -1,745 -55.9% 9,919
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.263 5.190 4.926
R3 5.132 5.059 4.890
R2 5.001 5.001 4.878
R1 4.928 4.928 4.866 4.899
PP 4.870 4.870 4.870 4.856
S1 4.797 4.797 4.842 4.768
S2 4.739 4.739 4.830
S3 4.608 4.666 4.818
S4 4.477 4.535 4.782
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 4.958 4.726 0.232 4.8% 0.096 2.0% 55% False False 2,444
10 4.958 4.590 0.368 7.6% 0.103 2.1% 72% False False 2,335
20 4.958 4.590 0.368 7.6% 0.101 2.1% 72% False False 2,219
40 5.330 4.590 0.740 15.2% 0.103 2.1% 36% False False 2,039
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 0.013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.501
2.618 5.287
1.618 5.156
1.000 5.075
0.618 5.025
HIGH 4.944
0.618 4.894
0.500 4.879
0.382 4.863
LOW 4.813
0.618 4.732
1.000 4.682
1.618 4.601
2.618 4.470
4.250 4.256
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 4.879 4.886
PP 4.870 4.875
S1 4.862 4.865

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

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