NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 4.376 4.300 -0.076 -1.7% 4.364
High 4.386 4.365 -0.021 -0.5% 4.435
Low 4.300 4.255 -0.045 -1.0% 4.261
Close 4.301 4.355 0.054 1.3% 4.386
Range 0.086 0.110 0.024 27.9% 0.174
ATR 0.101 0.102 0.001 0.6% 0.000
Volume 25,758 16,563 -9,195 -35.7% 102,435
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.655 4.615 4.416
R3 4.545 4.505 4.385
R2 4.435 4.435 4.375
R1 4.395 4.395 4.365 4.415
PP 4.325 4.325 4.325 4.335
S1 4.285 4.285 4.345 4.305
S2 4.215 4.215 4.335
S3 4.105 4.175 4.325
S4 3.995 4.065 4.295
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 4.415 4.255 0.160 3.7% 0.099 2.3% 63% False True 23,601
10 4.454 4.255 0.199 4.6% 0.098 2.3% 50% False True 21,357
20 4.606 4.255 0.351 8.1% 0.104 2.4% 28% False True 22,586
40 4.962 4.255 0.707 16.2% 0.103 2.4% 14% False True 19,378
60 5.356 4.255 1.101 25.3% 0.106 2.4% 9% False True 17,269
80 5.356 4.255 1.101 25.3% 0.107 2.4% 9% False True 15,706
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 True
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.833
2.618 4.653
1.618 4.543
1.000 4.475
0.618 4.433
HIGH 4.365
0.618 4.323
0.500 4.310
0.382 4.297
LOW 4.255
0.618 4.187
1.000 4.145
1.618 4.077
2.618 3.967
4.250 3.788
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 4.340 4.348
PP 4.325 4.342
S1 4.310 4.335

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

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