NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 4.425 4.398 -0.027 -0.6% 4.400
High 4.454 4.450 -0.004 -0.1% 4.606
Low 4.376 4.320 -0.056 -1.3% 4.360
Close 4.417 4.377 -0.040 -0.9% 4.529
Range 0.078 0.130 0.052 66.7% 0.246
ATR 0.103 0.105 0.002 1.9% 0.000
Volume 27,408 18,209 -9,199 -33.6% 130,699
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.772 4.705 4.449
R3 4.642 4.575 4.413
R2 4.512 4.512 4.401
R1 4.445 4.445 4.389 4.414
PP 4.382 4.382 4.382 4.367
S1 4.315 4.315 4.365 4.284
S2 4.252 4.252 4.353
S3 4.122 4.185 4.341
S4 3.992 4.055 4.306
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 4.320 0.286 6.5% 0.097 2.2% 20% False True 23,160
10 4.606 4.320 0.286 6.5% 0.104 2.4% 20% False True 25,039
20 4.830 4.320 0.510 11.7% 0.098 2.2% 11% False True 19,793
40 4.962 4.320 0.642 14.7% 0.105 2.4% 9% False True 17,756
60 5.356 4.320 1.036 23.7% 0.107 2.4% 6% False True 16,396
80 5.356 4.320 1.036 23.7% 0.109 2.5% 6% False True 14,839
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.003
2.618 4.790
1.618 4.660
1.000 4.580
0.618 4.530
HIGH 4.450
0.618 4.400
0.500 4.385
0.382 4.370
LOW 4.320
0.618 4.240
1.000 4.190
1.618 4.110
2.618 3.980
4.250 3.768
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 4.385 4.412
PP 4.382 4.400
S1 4.380 4.389

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

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