NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 4.398 4.408 0.010 0.2% 4.481
High 4.450 4.435 -0.015 -0.3% 4.534
Low 4.320 4.370 0.050 1.2% 4.320
Close 4.377 4.412 0.035 0.8% 4.412
Range 0.130 0.065 -0.065 -50.0% 0.214
ATR 0.105 0.102 -0.003 -2.7% 0.000
Volume 18,209 23,199 4,990 27.4% 108,181
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.601 4.571 4.448
R3 4.536 4.506 4.430
R2 4.471 4.471 4.424
R1 4.441 4.441 4.418 4.456
PP 4.406 4.406 4.406 4.413
S1 4.376 4.376 4.406 4.391
S2 4.341 4.341 4.400
S3 4.276 4.311 4.394
S4 4.211 4.246 4.376
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.064 4.952 4.530
R3 4.850 4.738 4.471
R2 4.636 4.636 4.451
R1 4.524 4.524 4.432 4.473
PP 4.422 4.422 4.422 4.397
S1 4.310 4.310 4.392 4.259
S2 4.208 4.208 4.373
S3 3.994 4.096 4.353
S4 3.780 3.882 4.294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.534 4.320 0.214 4.9% 0.092 2.1% 43% False False 21,636
10 4.606 4.320 0.286 6.5% 0.101 2.3% 32% False False 23,888
20 4.810 4.320 0.490 11.1% 0.097 2.2% 19% False False 20,149
40 4.962 4.320 0.642 14.6% 0.103 2.3% 14% False False 18,070
60 5.356 4.320 1.036 23.5% 0.107 2.4% 9% False False 16,648
80 5.356 4.320 1.036 23.5% 0.109 2.5% 9% False False 15,068
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.711
2.618 4.605
1.618 4.540
1.000 4.500
0.618 4.475
HIGH 4.435
0.618 4.410
0.500 4.403
0.382 4.395
LOW 4.370
0.618 4.330
1.000 4.305
1.618 4.265
2.618 4.200
4.250 4.094
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 4.409 4.404
PP 4.406 4.395
S1 4.403 4.387

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

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