NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 4.896 4.825 -0.071 -1.5% 4.700
High 4.896 4.878 -0.018 -0.4% 4.865
Low 4.763 4.711 -0.052 -1.1% 4.661
Close 4.808 4.725 -0.083 -1.7% 4.864
Range 0.133 0.167 0.034 25.6% 0.204
ATR 0.100 0.105 0.005 4.8% 0.000
Volume 2,663 5,720 3,057 114.8% 22,553
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.272 5.166 4.817
R3 5.105 4.999 4.771
R2 4.938 4.938 4.756
R1 4.832 4.832 4.740 4.802
PP 4.771 4.771 4.771 4.756
S1 4.665 4.665 4.710 4.635
S2 4.604 4.604 4.694
S3 4.437 4.498 4.679
S4 4.270 4.331 4.633
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.409 5.340 4.976
R3 5.205 5.136 4.920
R2 5.001 5.001 4.901
R1 4.932 4.932 4.883 4.967
PP 4.797 4.797 4.797 4.814
S1 4.728 4.728 4.845 4.763
S2 4.593 4.593 4.827
S3 4.389 4.524 4.808
S4 4.185 4.320 4.752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.912 4.711 0.201 4.3% 0.112 2.4% 7% False True 5,101
10 4.912 4.599 0.313 6.6% 0.100 2.1% 40% False False 4,806
20 4.912 4.558 0.354 7.5% 0.102 2.2% 47% False False 4,705
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 0.018
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.588
2.618 5.315
1.618 5.148
1.000 5.045
0.618 4.981
HIGH 4.878
0.618 4.814
0.500 4.795
0.382 4.775
LOW 4.711
0.618 4.608
1.000 4.544
1.618 4.441
2.618 4.274
4.250 4.001
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 4.795 4.804
PP 4.771 4.777
S1 4.748 4.751

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

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