NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 4.493 4.475 -0.018 -0.4% 4.393
High 4.536 4.476 -0.060 -1.3% 4.599
Low 4.448 4.413 -0.035 -0.8% 4.363
Close 4.508 4.426 -0.082 -1.8% 4.531
Range 0.088 0.063 -0.025 -28.4% 0.236
ATR 0.099 0.099 0.000 -0.3% 0.000
Volume 3,295 7,897 4,602 139.7% 33,789
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.627 4.590 4.461
R3 4.564 4.527 4.443
R2 4.501 4.501 4.438
R1 4.464 4.464 4.432 4.451
PP 4.438 4.438 4.438 4.432
S1 4.401 4.401 4.420 4.388
S2 4.375 4.375 4.414
S3 4.312 4.338 4.409
S4 4.249 4.275 4.391
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 4.413 0.186 4.2% 0.089 2.0% 7% False True 5,949
10 4.599 4.363 0.236 5.3% 0.101 2.3% 27% False False 6,260
20 4.944 4.363 0.581 13.1% 0.095 2.1% 11% False False 4,816
40 4.958 4.363 0.595 13.4% 0.097 2.2% 11% False False 3,523
60 5.330 4.363 0.967 21.8% 0.100 2.3% 7% False False 2,961
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.019
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4.744
2.618 4.641
1.618 4.578
1.000 4.539
0.618 4.515
HIGH 4.476
0.618 4.452
0.500 4.445
0.382 4.437
LOW 4.413
0.618 4.374
1.000 4.350
1.618 4.311
2.618 4.248
4.250 4.145
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 4.445 4.502
PP 4.438 4.476
S1 4.432 4.451

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

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