NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 4.400 4.425 0.025 0.6% 4.564
High 4.464 4.508 0.044 1.0% 4.636
Low 4.360 4.395 0.035 0.8% 4.361
Close 4.439 4.485 0.046 1.0% 4.432
Range 0.104 0.113 0.009 8.7% 0.275
ATR 0.105 0.105 0.001 0.6% 0.000
Volume 23,189 27,528 4,339 18.7% 95,789
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.802 4.756 4.547
R3 4.689 4.643 4.516
R2 4.576 4.576 4.506
R1 4.530 4.530 4.495 4.553
PP 4.463 4.463 4.463 4.474
S1 4.417 4.417 4.475 4.440
S2 4.350 4.350 4.464
S3 4.237 4.304 4.454
S4 4.124 4.191 4.423
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.301 5.142 4.583
R3 5.026 4.867 4.508
R2 4.751 4.751 4.482
R1 4.592 4.592 4.457 4.534
PP 4.476 4.476 4.476 4.448
S1 4.317 4.317 4.407 4.259
S2 4.201 4.201 4.382
S3 3.926 4.042 4.356
S4 3.651 3.767 4.281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.599 4.360 0.239 5.3% 0.114 2.5% 52% False False 23,762
10 4.757 4.360 0.397 8.9% 0.096 2.1% 31% False False 19,564
20 4.962 4.360 0.602 13.4% 0.102 2.3% 21% False False 17,773
40 5.125 4.360 0.765 17.1% 0.104 2.3% 16% False False 15,697
60 5.356 4.360 0.996 22.2% 0.109 2.4% 13% False False 14,614
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.988
2.618 4.804
1.618 4.691
1.000 4.621
0.618 4.578
HIGH 4.508
0.618 4.465
0.500 4.452
0.382 4.438
LOW 4.395
0.618 4.325
1.000 4.282
1.618 4.212
2.618 4.099
4.250 3.915
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 4.474 4.468
PP 4.463 4.451
S1 4.452 4.434

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

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