NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 4.352 4.399 0.047 1.1% 4.368
High 4.417 4.399 -0.018 -0.4% 4.433
Low 4.328 4.306 -0.022 -0.5% 4.261
Close 4.389 4.306 -0.083 -1.9% 4.389
Range 0.089 0.093 0.004 4.5% 0.172
ATR 0.097 0.097 0.000 -0.3% 0.000
Volume 5,092 6,904 1,812 35.6% 24,193
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.616 4.554 4.357
R3 4.523 4.461 4.332
R2 4.430 4.430 4.323
R1 4.368 4.368 4.315 4.353
PP 4.337 4.337 4.337 4.329
S1 4.275 4.275 4.297 4.260
S2 4.244 4.244 4.289
S3 4.151 4.182 4.280
S4 4.058 4.089 4.255
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.877 4.805 4.484
R3 4.705 4.633 4.436
R2 4.533 4.533 4.421
R1 4.461 4.461 4.405 4.497
PP 4.361 4.361 4.361 4.379
S1 4.289 4.289 4.373 4.325
S2 4.189 4.189 4.357
S3 4.017 4.117 4.342
S4 3.845 3.945 4.294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.433 4.261 0.172 4.0% 0.103 2.4% 26% False False 5,517
10 4.476 4.261 0.215 5.0% 0.090 2.1% 21% False False 6,454
20 4.636 4.261 0.375 8.7% 0.096 2.2% 12% False False 6,170
40 4.958 4.261 0.697 16.2% 0.096 2.2% 6% False False 4,474
60 5.330 4.261 1.069 24.8% 0.098 2.3% 4% False False 3,667
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.794
2.618 4.642
1.618 4.549
1.000 4.492
0.618 4.456
HIGH 4.399
0.618 4.363
0.500 4.353
0.382 4.342
LOW 4.306
0.618 4.249
1.000 4.213
1.618 4.156
2.618 4.063
4.250 3.911
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 4.353 4.339
PP 4.337 4.328
S1 4.322 4.317

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

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