NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 4.483 4.586 0.103 2.3% 4.393
High 4.599 4.590 -0.009 -0.2% 4.599
Low 4.451 4.523 0.072 1.6% 4.363
Close 4.584 4.531 -0.053 -1.2% 4.531
Range 0.148 0.067 -0.081 -54.7% 0.236
ATR 0.102 0.100 -0.003 -2.5% 0.000
Volume 6,718 7,263 545 8.1% 33,789
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.749 4.707 4.568
R3 4.682 4.640 4.549
R2 4.615 4.615 4.543
R1 4.573 4.573 4.537 4.561
PP 4.548 4.548 4.548 4.542
S1 4.506 4.506 4.525 4.494
S2 4.481 4.481 4.519
S3 4.414 4.439 4.513
S4 4.347 4.372 4.494
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.206 5.104 4.661
R3 4.970 4.868 4.596
R2 4.734 4.734 4.574
R1 4.632 4.632 4.553 4.683
PP 4.498 4.498 4.498 4.523
S1 4.396 4.396 4.509 4.447
S2 4.262 4.262 4.488
S3 4.026 4.160 4.466
S4 3.790 3.924 4.401
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.599 4.363 0.236 5.2% 0.102 2.3% 71% False False 6,757
10 4.636 4.363 0.273 6.0% 0.098 2.2% 62% False False 6,009
20 4.958 4.363 0.595 13.1% 0.094 2.1% 28% False False 4,553
40 4.958 4.363 0.595 13.1% 0.098 2.2% 28% False False 3,339
60 5.330 4.363 0.967 21.3% 0.102 2.2% 17% False False 2,819
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.875
2.618 4.765
1.618 4.698
1.000 4.657
0.618 4.631
HIGH 4.590
0.618 4.564
0.500 4.557
0.382 4.549
LOW 4.523
0.618 4.482
1.000 4.456
1.618 4.415
2.618 4.348
4.250 4.238
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 4.557 4.529
PP 4.548 4.527
S1 4.540 4.525

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

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