NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 4.475 4.400 -0.075 -1.7% 4.393
High 4.476 4.453 -0.023 -0.5% 4.599
Low 4.413 4.386 -0.027 -0.6% 4.363
Close 4.426 4.417 -0.009 -0.2% 4.531
Range 0.063 0.067 0.004 6.3% 0.236
ATR 0.099 0.096 -0.002 -2.3% 0.000
Volume 7,897 10,877 2,980 37.7% 33,789
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.620 4.585 4.454
R3 4.553 4.518 4.435
R2 4.486 4.486 4.429
R1 4.451 4.451 4.423 4.469
PP 4.419 4.419 4.419 4.427
S1 4.384 4.384 4.411 4.402
S2 4.352 4.352 4.405
S3 4.285 4.317 4.399
S4 4.218 4.250 4.380
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 4.386 0.213 4.8% 0.087 2.0% 15% False True 7,210
10 4.599 4.363 0.236 5.3% 0.099 2.2% 23% False False 6,797
20 4.920 4.363 0.557 12.6% 0.092 2.1% 10% False False 5,291
40 4.958 4.363 0.595 13.5% 0.096 2.2% 9% False False 3,755
60 5.330 4.363 0.967 21.9% 0.099 2.2% 6% False False 3,123
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.738
2.618 4.628
1.618 4.561
1.000 4.520
0.618 4.494
HIGH 4.453
0.618 4.427
0.500 4.420
0.382 4.412
LOW 4.386
0.618 4.345
1.000 4.319
1.618 4.278
2.618 4.211
4.250 4.101
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 4.420 4.461
PP 4.419 4.446
S1 4.418 4.432

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

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