NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 4.569 4.590 0.021 0.5% 4.743
High 4.585 4.602 0.017 0.4% 4.765
Low 4.540 4.525 -0.015 -0.3% 4.529
Close 4.575 4.548 -0.027 -0.6% 4.533
Range 0.045 0.077 0.032 71.1% 0.236
ATR 0.092 0.091 -0.001 -1.2% 0.000
Volume 4,599 3,970 -629 -13.7% 20,134
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.789 4.746 4.590
R3 4.712 4.669 4.569
R2 4.635 4.635 4.562
R1 4.592 4.592 4.555 4.575
PP 4.558 4.558 4.558 4.550
S1 4.515 4.515 4.541 4.498
S2 4.481 4.481 4.534
S3 4.404 4.438 4.527
S4 4.327 4.361 4.506
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 4.525 0.185 4.1% 0.067 1.5% 12% False True 4,148
10 4.896 4.525 0.371 8.2% 0.086 1.9% 6% False True 4,235
20 4.912 4.525 0.387 8.5% 0.089 2.0% 6% False True 4,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.929
2.618 4.804
1.618 4.727
1.000 4.679
0.618 4.650
HIGH 4.602
0.618 4.573
0.500 4.564
0.382 4.554
LOW 4.525
0.618 4.477
1.000 4.448
1.618 4.400
2.618 4.323
4.250 4.198
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 4.564 4.564
PP 4.558 4.558
S1 4.553 4.553

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

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