NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 4.358 4.376 0.018 0.4% 4.364
High 4.415 4.386 -0.029 -0.7% 4.435
Low 4.324 4.300 -0.024 -0.6% 4.261
Close 4.386 4.301 -0.085 -1.9% 4.386
Range 0.091 0.086 -0.005 -5.5% 0.174
ATR 0.103 0.101 -0.001 -1.2% 0.000
Volume 25,913 25,758 -155 -0.6% 102,435
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.587 4.530 4.348
R3 4.501 4.444 4.325
R2 4.415 4.415 4.317
R1 4.358 4.358 4.309 4.344
PP 4.329 4.329 4.329 4.322
S1 4.272 4.272 4.293 4.258
S2 4.243 4.243 4.285
S3 4.157 4.186 4.277
S4 4.071 4.100 4.254
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.883 4.808 4.482
R3 4.709 4.634 4.434
R2 4.535 4.535 4.418
R1 4.460 4.460 4.402 4.498
PP 4.361 4.361 4.361 4.379
S1 4.286 4.286 4.370 4.324
S2 4.187 4.187 4.354
S3 4.013 4.112 4.338
S4 3.839 3.938 4.290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.435 4.261 0.174 4.0% 0.103 2.4% 23% False False 23,818
10 4.504 4.261 0.243 5.6% 0.097 2.3% 16% False False 22,258
20 4.636 4.261 0.375 8.7% 0.102 2.4% 11% False False 22,438
40 4.962 4.261 0.701 16.3% 0.103 2.4% 6% False False 19,268
60 5.356 4.261 1.095 25.5% 0.105 2.5% 4% False False 17,204
80 5.356 4.261 1.095 25.5% 0.106 2.5% 4% False False 15,757
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.752
2.618 4.611
1.618 4.525
1.000 4.472
0.618 4.439
HIGH 4.386
0.618 4.353
0.500 4.343
0.382 4.333
LOW 4.300
0.618 4.247
1.000 4.214
1.618 4.161
2.618 4.075
4.250 3.935
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 4.343 4.338
PP 4.329 4.326
S1 4.315 4.313

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

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