NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 4.338 4.276 -0.062 -1.4% 4.458
High 4.365 4.325 -0.040 -0.9% 4.502
Low 4.267 4.229 -0.038 -0.9% 4.300
Close 4.274 4.316 0.042 1.0% 4.378
Range 0.098 0.096 -0.002 -2.0% 0.202
ATR 0.094 0.094 0.000 0.1% 0.000
Volume 7,170 6,722 -448 -6.2% 44,000
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.578 4.543 4.369
R3 4.482 4.447 4.342
R2 4.386 4.386 4.334
R1 4.351 4.351 4.325 4.369
PP 4.290 4.290 4.290 4.299
S1 4.255 4.255 4.307 4.273
S2 4.194 4.194 4.298
S3 4.098 4.159 4.290
S4 4.002 4.063 4.263
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.999 4.891 4.489
R3 4.797 4.689 4.434
R2 4.595 4.595 4.415
R1 4.487 4.487 4.397 4.440
PP 4.393 4.393 4.393 4.370
S1 4.285 4.285 4.359 4.238
S2 4.191 4.191 4.341
S3 3.989 4.083 4.322
S4 3.787 3.881 4.267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.399 4.229 0.170 3.9% 0.089 2.1% 51% False True 7,320
10 4.556 4.229 0.327 7.6% 0.084 1.9% 27% False True 7,746
20 4.602 4.229 0.373 8.6% 0.088 2.0% 23% False True 6,977
40 4.912 4.229 0.683 15.8% 0.093 2.2% 13% False True 5,834
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.733
2.618 4.576
1.618 4.480
1.000 4.421
0.618 4.384
HIGH 4.325
0.618 4.288
0.500 4.277
0.382 4.266
LOW 4.229
0.618 4.170
1.000 4.133
1.618 4.074
2.618 3.978
4.250 3.821
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 4.303 4.315
PP 4.290 4.313
S1 4.277 4.312

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

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