NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 4.580 4.569 -0.011 -0.2% 4.743
High 4.580 4.585 0.005 0.1% 4.765
Low 4.529 4.540 0.011 0.2% 4.529
Close 4.533 4.575 0.042 0.9% 4.533
Range 0.051 0.045 -0.006 -11.8% 0.236
ATR 0.096 0.092 -0.003 -3.3% 0.000
Volume 5,637 4,599 -1,038 -18.4% 20,134
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.702 4.683 4.600
R3 4.657 4.638 4.587
R2 4.612 4.612 4.583
R1 4.593 4.593 4.579 4.603
PP 4.567 4.567 4.567 4.571
S1 4.548 4.548 4.571 4.558
S2 4.522 4.522 4.567
S3 4.477 4.503 4.563
S4 4.432 4.458 4.550
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.317 5.161 4.663
R3 5.081 4.925 4.598
R2 4.845 4.845 4.576
R1 4.689 4.689 4.555 4.649
PP 4.609 4.609 4.609 4.589
S1 4.453 4.453 4.511 4.413
S2 4.373 4.373 4.490
S3 4.137 4.217 4.468
S4 3.901 3.981 4.403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.710 4.529 0.181 4.0% 0.064 1.4% 25% False False 4,227
10 4.896 4.529 0.367 8.0% 0.084 1.8% 13% False False 4,408
20 4.912 4.529 0.383 8.4% 0.090 2.0% 12% False False 4,573
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 4.776
2.618 4.703
1.618 4.658
1.000 4.630
0.618 4.613
HIGH 4.585
0.618 4.568
0.500 4.563
0.382 4.557
LOW 4.540
0.618 4.512
1.000 4.495
1.618 4.467
2.618 4.422
4.250 4.349
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 4.571 4.607
PP 4.567 4.596
S1 4.563 4.586

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

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