NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 4.578 4.528 -0.050 -1.1% 4.797
High 4.593 4.545 -0.048 -1.0% 4.809
Low 4.508 4.378 -0.130 -2.9% 4.563
Close 4.528 4.403 -0.125 -2.8% 4.565
Range 0.085 0.167 0.082 96.5% 0.246
ATR 0.094 0.100 0.005 5.5% 0.000
Volume 5,508 4,322 -1,186 -21.5% 17,688
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.943 4.840 4.495
R3 4.776 4.673 4.449
R2 4.609 4.609 4.434
R1 4.506 4.506 4.418 4.474
PP 4.442 4.442 4.442 4.426
S1 4.339 4.339 4.388 4.307
S2 4.275 4.275 4.372
S3 4.108 4.172 4.357
S4 3.941 4.005 4.311
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.384 5.220 4.700
R3 5.138 4.974 4.633
R2 4.892 4.892 4.610
R1 4.728 4.728 4.588 4.687
PP 4.646 4.646 4.646 4.625
S1 4.482 4.482 4.542 4.441
S2 4.400 4.400 4.520
S3 4.154 4.236 4.497
S4 3.908 3.990 4.430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.636 4.378 0.258 5.9% 0.086 2.0% 10% False True 4,965
10 4.826 4.378 0.448 10.2% 0.084 1.9% 6% False True 3,902
20 4.958 4.378 0.580 13.2% 0.094 2.1% 4% False True 3,136
40 5.330 4.378 0.952 21.6% 0.101 2.3% 3% False True 2,659
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.255
2.618 4.982
1.618 4.815
1.000 4.712
0.618 4.648
HIGH 4.545
0.618 4.481
0.500 4.462
0.382 4.442
LOW 4.378
0.618 4.275
1.000 4.211
1.618 4.108
2.618 3.941
4.250 3.668
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 4.462 4.507
PP 4.442 4.472
S1 4.423 4.438

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

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