NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 4.400 4.412 0.012 0.3% 4.393
High 4.453 4.450 -0.003 -0.1% 4.599
Low 4.386 4.331 -0.055 -1.3% 4.363
Close 4.417 4.379 -0.038 -0.9% 4.531
Range 0.067 0.119 0.052 77.6% 0.236
ATR 0.096 0.098 0.002 1.7% 0.000
Volume 10,877 6,025 -4,852 -44.6% 33,789
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.744 4.680 4.444
R3 4.625 4.561 4.412
R2 4.506 4.506 4.401
R1 4.442 4.442 4.390 4.415
PP 4.387 4.387 4.387 4.373
S1 4.323 4.323 4.368 4.296
S2 4.268 4.268 4.357
S3 4.149 4.204 4.346
S4 4.030 4.085 4.314
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 4.590 4.331 0.259 5.9% 0.081 1.8% 19% False True 7,071
10 4.599 4.331 0.268 6.1% 0.094 2.2% 18% False True 6,967
20 4.826 4.331 0.495 11.3% 0.089 2.0% 10% False True 5,435
40 4.958 4.331 0.627 14.3% 0.097 2.2% 8% False True 3,876
60 5.330 4.331 0.999 22.8% 0.099 2.3% 5% False True 3,207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.956
2.618 4.762
1.618 4.643
1.000 4.569
0.618 4.524
HIGH 4.450
0.618 4.405
0.500 4.391
0.382 4.376
LOW 4.331
0.618 4.257
1.000 4.212
1.618 4.138
2.618 4.019
4.250 3.825
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 4.391 4.404
PP 4.387 4.395
S1 4.383 4.387

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

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