NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 4.356 4.498 0.142 3.3% 4.364
High 4.504 4.564 0.060 1.3% 4.435
Low 4.307 4.420 0.113 2.6% 4.261
Close 4.498 4.497 -0.001 0.0% 4.386
Range 0.197 0.144 -0.053 -26.9% 0.174
ATR 0.109 0.111 0.003 2.3% 0.000
Volume 16,932 27,044 10,112 59.7% 102,435
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.926 4.855 4.576
R3 4.782 4.711 4.537
R2 4.638 4.638 4.523
R1 4.567 4.567 4.510 4.531
PP 4.494 4.494 4.494 4.475
S1 4.423 4.423 4.484 4.387
S2 4.350 4.350 4.471
S3 4.206 4.279 4.457
S4 4.062 4.135 4.418
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 4.564 4.255 0.309 6.9% 0.126 2.8% 78% True False 22,442
10 4.564 4.255 0.309 6.9% 0.111 2.5% 78% True False 21,193
20 4.606 4.255 0.351 7.8% 0.108 2.4% 69% False False 23,116
40 4.962 4.255 0.707 15.7% 0.106 2.3% 34% False False 19,581
60 5.356 4.255 1.101 24.5% 0.109 2.4% 22% False False 17,501
80 5.356 4.255 1.101 24.5% 0.108 2.4% 22% False False 15,980
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.176
2.618 4.941
1.618 4.797
1.000 4.708
0.618 4.653
HIGH 4.564
0.618 4.509
0.500 4.492
0.382 4.475
LOW 4.420
0.618 4.331
1.000 4.276
1.618 4.187
2.618 4.043
4.250 3.808
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 4.495 4.468
PP 4.494 4.439
S1 4.492 4.410

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

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