NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 4.406 4.368 -0.038 -0.9% 4.493
High 4.435 4.399 -0.036 -0.8% 4.536
Low 4.375 4.324 -0.051 -1.2% 4.331
Close 4.412 4.330 -0.082 -1.9% 4.412
Range 0.060 0.075 0.015 25.0% 0.205
ATR 0.095 0.095 -0.001 -0.6% 0.000
Volume 8,653 3,512 -5,141 -59.4% 36,747
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.576 4.528 4.371
R3 4.501 4.453 4.351
R2 4.426 4.426 4.344
R1 4.378 4.378 4.337 4.365
PP 4.351 4.351 4.351 4.344
S1 4.303 4.303 4.323 4.290
S2 4.276 4.276 4.316
S3 4.201 4.228 4.309
S4 4.126 4.153 4.289
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 4.476 4.324 0.152 3.5% 0.077 1.8% 4% False True 7,392
10 4.599 4.324 0.275 6.4% 0.088 2.0% 2% False True 6,399
20 4.753 4.324 0.429 9.9% 0.087 2.0% 1% False True 5,807
40 4.958 4.324 0.634 14.6% 0.095 2.2% 1% False True 4,111
60 5.330 4.324 1.006 23.2% 0.098 2.3% 1% False True 3,381
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.718
2.618 4.595
1.618 4.520
1.000 4.474
0.618 4.445
HIGH 4.399
0.618 4.370
0.500 4.362
0.382 4.353
LOW 4.324
0.618 4.278
1.000 4.249
1.618 4.203
2.618 4.128
4.250 4.005
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 4.362 4.387
PP 4.351 4.368
S1 4.341 4.349

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

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