NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 4.330 4.371 0.041 0.9% 4.493
High 4.433 4.406 -0.027 -0.6% 4.536
Low 4.308 4.300 -0.008 -0.2% 4.331
Close 4.377 4.308 -0.069 -1.6% 4.412
Range 0.125 0.106 -0.019 -15.2% 0.205
ATR 0.097 0.098 0.001 0.7% 0.000
Volume 4,021 7,640 3,619 90.0% 36,747
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.656 4.588 4.366
R3 4.550 4.482 4.337
R2 4.444 4.444 4.327
R1 4.376 4.376 4.318 4.357
PP 4.338 4.338 4.338 4.329
S1 4.270 4.270 4.298 4.251
S2 4.232 4.232 4.289
S3 4.126 4.164 4.279
S4 4.020 4.058 4.250
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 4.450 4.300 0.150 3.5% 0.097 2.3% 5% False True 5,970
10 4.599 4.300 0.299 6.9% 0.092 2.1% 3% False True 6,590
20 4.726 4.300 0.426 9.9% 0.092 2.1% 2% False True 6,039
40 4.958 4.300 0.658 15.3% 0.096 2.2% 1% False True 4,332
60 5.330 4.300 1.030 23.9% 0.098 2.3% 1% False True 3,511
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.857
2.618 4.684
1.618 4.578
1.000 4.512
0.618 4.472
HIGH 4.406
0.618 4.366
0.500 4.353
0.382 4.340
LOW 4.300
0.618 4.234
1.000 4.194
1.618 4.128
2.618 4.022
4.250 3.850
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 4.353 4.367
PP 4.338 4.347
S1 4.323 4.328

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

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