NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 4.300 4.356 0.056 1.3% 4.364
High 4.365 4.504 0.139 3.2% 4.435
Low 4.255 4.307 0.052 1.2% 4.261
Close 4.355 4.498 0.143 3.3% 4.386
Range 0.110 0.197 0.087 79.1% 0.174
ATR 0.102 0.109 0.007 6.7% 0.000
Volume 16,563 16,932 369 2.2% 102,435
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.027 4.960 4.606
R3 4.830 4.763 4.552
R2 4.633 4.633 4.534
R1 4.566 4.566 4.516 4.600
PP 4.436 4.436 4.436 4.453
S1 4.369 4.369 4.480 4.403
S2 4.239 4.239 4.462
S3 4.042 4.172 4.444
S4 3.845 3.975 4.390
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 4.504 4.255 0.249 5.5% 0.117 2.6% 98% True False 20,162
10 4.504 4.255 0.249 5.5% 0.110 2.4% 98% True False 20,309
20 4.606 4.255 0.351 7.8% 0.109 2.4% 69% False False 22,662
40 4.962 4.255 0.707 15.7% 0.106 2.3% 34% False False 19,509
60 5.356 4.255 1.101 24.5% 0.108 2.4% 22% False False 17,280
80 5.356 4.255 1.101 24.5% 0.108 2.4% 22% False False 15,769
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 5.341
2.618 5.020
1.618 4.823
1.000 4.701
0.618 4.626
HIGH 4.504
0.618 4.429
0.500 4.406
0.382 4.382
LOW 4.307
0.618 4.185
1.000 4.110
1.618 3.988
2.618 3.791
4.250 3.470
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 4.467 4.459
PP 4.436 4.419
S1 4.406 4.380

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

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