NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 4.412 4.406 -0.006 -0.1% 4.493
High 4.450 4.435 -0.015 -0.3% 4.536
Low 4.331 4.375 0.044 1.0% 4.331
Close 4.379 4.412 0.033 0.8% 4.412
Range 0.119 0.060 -0.059 -49.6% 0.205
ATR 0.098 0.095 -0.003 -2.8% 0.000
Volume 6,025 8,653 2,628 43.6% 36,747
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.587 4.560 4.445
R3 4.527 4.500 4.429
R2 4.467 4.467 4.423
R1 4.440 4.440 4.418 4.454
PP 4.407 4.407 4.407 4.414
S1 4.380 4.380 4.407 4.394
S2 4.347 4.347 4.401
S3 4.287 4.320 4.396
S4 4.227 4.260 4.379
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.041 4.932 4.525
R3 4.836 4.727 4.468
R2 4.631 4.631 4.450
R1 4.522 4.522 4.431 4.474
PP 4.426 4.426 4.426 4.403
S1 4.317 4.317 4.393 4.269
S2 4.221 4.221 4.374
S3 4.016 4.112 4.356
S4 3.811 3.907 4.299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.536 4.331 0.205 4.6% 0.079 1.8% 40% False False 7,349
10 4.599 4.331 0.268 6.1% 0.091 2.1% 30% False False 7,053
20 4.809 4.331 0.478 10.8% 0.088 2.0% 17% False False 5,726
40 4.958 4.331 0.627 14.2% 0.094 2.1% 13% False False 4,066
60 5.330 4.331 0.999 22.6% 0.099 2.3% 8% False False 3,338
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 0.020
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.690
2.618 4.592
1.618 4.532
1.000 4.495
0.618 4.472
HIGH 4.435
0.618 4.412
0.500 4.405
0.382 4.398
LOW 4.375
0.618 4.338
1.000 4.315
1.618 4.278
2.618 4.218
4.250 4.120
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 4.410 4.405
PP 4.407 4.399
S1 4.405 4.392

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

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