NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 4.400 4.471 0.071 1.6% 4.588
High 4.510 4.541 0.031 0.7% 4.636
Low 4.399 4.461 0.062 1.4% 4.365
Close 4.486 4.497 0.011 0.2% 4.435
Range 0.111 0.080 -0.031 -27.9% 0.271
ATR 0.100 0.099 -0.001 -1.5% 0.000
Volume 5,181 4,573 -608 -11.7% 26,306
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.740 4.698 4.541
R3 4.660 4.618 4.519
R2 4.580 4.580 4.512
R1 4.538 4.538 4.504 4.559
PP 4.500 4.500 4.500 4.510
S1 4.458 4.458 4.490 4.479
S2 4.420 4.420 4.482
S3 4.340 4.378 4.475
S4 4.260 4.298 4.453
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.292 5.134 4.584
R3 5.021 4.863 4.510
R2 4.750 4.750 4.485
R1 4.592 4.592 4.460 4.536
PP 4.479 4.479 4.479 4.450
S1 4.321 4.321 4.410 4.265
S2 4.208 4.208 4.385
S3 3.937 4.050 4.360
S4 3.666 3.779 4.286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.545 4.363 0.182 4.0% 0.111 2.5% 74% False False 6,385
10 4.726 4.363 0.363 8.1% 0.093 2.1% 37% False False 5,489
20 4.958 4.363 0.595 13.2% 0.094 2.1% 23% False False 4,099
40 5.074 4.363 0.711 15.8% 0.097 2.2% 19% False False 3,082
60 5.330 4.363 0.967 21.5% 0.101 2.2% 14% False False 2,686
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 0.018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.881
2.618 4.750
1.618 4.670
1.000 4.621
0.618 4.590
HIGH 4.541
0.618 4.510
0.500 4.501
0.382 4.492
LOW 4.461
0.618 4.412
1.000 4.381
1.618 4.332
2.618 4.252
4.250 4.121
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 4.501 4.482
PP 4.500 4.467
S1 4.498 4.452

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

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