NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 4.586 4.493 -0.093 -2.0% 4.393
High 4.590 4.536 -0.054 -1.2% 4.599
Low 4.523 4.448 -0.075 -1.7% 4.363
Close 4.531 4.508 -0.023 -0.5% 4.531
Range 0.067 0.088 0.021 31.3% 0.236
ATR 0.100 0.099 -0.001 -0.9% 0.000
Volume 7,263 3,295 -3,968 -54.6% 33,789
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.761 4.723 4.556
R3 4.673 4.635 4.532
R2 4.585 4.585 4.524
R1 4.547 4.547 4.516 4.566
PP 4.497 4.497 4.497 4.507
S1 4.459 4.459 4.500 4.478
S2 4.409 4.409 4.492
S3 4.321 4.371 4.484
S4 4.233 4.283 4.460
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 4.399 0.200 4.4% 0.099 2.2% 55% False False 5,406
10 4.636 4.363 0.273 6.1% 0.102 2.3% 53% False False 5,885
20 4.944 4.363 0.581 12.9% 0.094 2.1% 25% False False 4,577
40 4.958 4.363 0.595 13.2% 0.097 2.2% 24% False False 3,362
60 5.330 4.363 0.967 21.5% 0.102 2.3% 15% False False 2,856
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.910
2.618 4.766
1.618 4.678
1.000 4.624
0.618 4.590
HIGH 4.536
0.618 4.502
0.500 4.492
0.382 4.482
LOW 4.448
0.618 4.394
1.000 4.360
1.618 4.306
2.618 4.218
4.250 4.074
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 4.503 4.524
PP 4.497 4.518
S1 4.492 4.513

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

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