NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 4.504 4.425 -0.079 -1.8% 4.400
High 4.504 4.454 -0.050 -1.1% 4.606
Low 4.404 4.376 -0.028 -0.6% 4.360
Close 4.425 4.417 -0.008 -0.2% 4.529
Range 0.100 0.078 -0.022 -22.0% 0.246
ATR 0.105 0.103 -0.002 -1.8% 0.000
Volume 25,578 27,408 1,830 7.2% 130,699
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.650 4.611 4.460
R3 4.572 4.533 4.438
R2 4.494 4.494 4.431
R1 4.455 4.455 4.424 4.436
PP 4.416 4.416 4.416 4.406
S1 4.377 4.377 4.410 4.358
S2 4.338 4.338 4.403
S3 4.260 4.299 4.396
S4 4.182 4.221 4.374
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.236 5.129 4.664
R3 4.990 4.883 4.597
R2 4.744 4.744 4.574
R1 4.637 4.637 4.552 4.691
PP 4.498 4.498 4.498 4.525
S1 4.391 4.391 4.506 4.445
S2 4.252 4.252 4.484
S3 4.006 4.145 4.461
S4 3.760 3.899 4.394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.606 4.376 0.230 5.2% 0.103 2.3% 18% False True 24,019
10 4.606 4.360 0.246 5.6% 0.108 2.4% 23% False False 25,014
20 4.934 4.360 0.574 13.0% 0.100 2.3% 10% False False 19,652
40 4.962 4.360 0.602 13.6% 0.104 2.4% 9% False False 17,547
60 5.356 4.360 0.996 22.5% 0.107 2.4% 6% False False 16,219
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.027
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.786
2.618 4.658
1.618 4.580
1.000 4.532
0.618 4.502
HIGH 4.454
0.618 4.424
0.500 4.415
0.382 4.406
LOW 4.376
0.618 4.328
1.000 4.298
1.618 4.250
2.618 4.172
4.250 4.045
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 4.416 4.455
PP 4.416 4.442
S1 4.415 4.430

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

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