NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 4.368 4.330 -0.038 -0.9% 4.493
High 4.399 4.433 0.034 0.8% 4.536
Low 4.324 4.308 -0.016 -0.4% 4.331
Close 4.330 4.377 0.047 1.1% 4.412
Range 0.075 0.125 0.050 66.7% 0.205
ATR 0.095 0.097 0.002 2.3% 0.000
Volume 3,512 4,021 509 14.5% 36,747
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.748 4.687 4.446
R3 4.623 4.562 4.411
R2 4.498 4.498 4.400
R1 4.437 4.437 4.388 4.468
PP 4.373 4.373 4.373 4.388
S1 4.312 4.312 4.366 4.343
S2 4.248 4.248 4.354
S3 4.123 4.187 4.343
S4 3.998 4.062 4.308
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.041 4.932 4.525
R3 4.836 4.727 4.468
R2 4.631 4.631 4.450
R1 4.522 4.522 4.431 4.474
PP 4.426 4.426 4.426 4.403
S1 4.317 4.317 4.393 4.269
S2 4.221 4.221 4.374
S3 4.016 4.112 4.356
S4 3.811 3.907 4.299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.453 4.308 0.145 3.3% 0.089 2.0% 48% False True 6,617
10 4.599 4.308 0.291 6.6% 0.089 2.0% 24% False True 6,283
20 4.753 4.308 0.445 10.2% 0.090 2.1% 16% False True 5,834
40 4.958 4.308 0.650 14.9% 0.096 2.2% 11% False True 4,192
60 5.330 4.308 1.022 23.3% 0.098 2.2% 7% False True 3,418
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 0.022
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.964
2.618 4.760
1.618 4.635
1.000 4.558
0.618 4.510
HIGH 4.433
0.618 4.385
0.500 4.371
0.382 4.356
LOW 4.308
0.618 4.231
1.000 4.183
1.618 4.106
2.618 3.981
4.250 3.777
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 4.375 4.375
PP 4.373 4.373
S1 4.371 4.372

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

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