NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 4.510 4.493 -0.017 -0.4% 4.564
High 4.545 4.602 0.057 1.3% 4.636
Low 4.459 4.441 -0.018 -0.4% 4.361
Close 4.497 4.586 0.089 2.0% 4.432
Range 0.086 0.161 0.075 87.2% 0.275
ATR 0.104 0.108 0.004 3.9% 0.000
Volume 26,658 22,505 -4,153 -15.6% 95,789
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.026 4.967 4.675
R3 4.865 4.806 4.630
R2 4.704 4.704 4.616
R1 4.645 4.645 4.601 4.675
PP 4.543 4.543 4.543 4.558
S1 4.484 4.484 4.571 4.514
S2 4.382 4.382 4.556
S3 4.221 4.323 4.542
S4 4.060 4.162 4.497
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 4.602 4.360 0.242 5.3% 0.111 2.4% 93% True False 26,918
10 4.636 4.360 0.276 6.0% 0.103 2.2% 82% False False 21,994
20 4.962 4.360 0.602 13.1% 0.103 2.3% 38% False False 18,386
40 5.079 4.360 0.719 15.7% 0.106 2.3% 31% False False 16,361
60 5.356 4.360 0.996 21.7% 0.108 2.4% 23% False False 15,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.286
2.618 5.023
1.618 4.862
1.000 4.763
0.618 4.701
HIGH 4.602
0.618 4.540
0.500 4.522
0.382 4.503
LOW 4.441
0.618 4.342
1.000 4.280
1.618 4.181
2.618 4.020
4.250 3.757
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 4.565 4.557
PP 4.543 4.528
S1 4.522 4.499

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

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