NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 4.290 4.339 0.049 1.1% 4.368
High 4.368 4.504 0.136 3.1% 4.433
Low 4.262 4.324 0.062 1.5% 4.261
Close 4.359 4.502 0.143 3.3% 4.389
Range 0.106 0.180 0.074 69.8% 0.172
ATR 0.098 0.103 0.006 6.0% 0.000
Volume 5,475 4,295 -1,180 -21.6% 24,193
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.983 4.923 4.601
R3 4.803 4.743 4.552
R2 4.623 4.623 4.535
R1 4.563 4.563 4.519 4.593
PP 4.443 4.443 4.443 4.459
S1 4.383 4.383 4.486 4.413
S2 4.263 4.263 4.469
S3 4.083 4.203 4.453
S4 3.903 4.023 4.403
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 4.504 4.261 0.243 5.4% 0.114 2.5% 99% True False 5,138
10 4.504 4.261 0.243 5.4% 0.105 2.3% 99% True False 5,554
20 4.599 4.261 0.338 7.5% 0.102 2.3% 71% False False 6,176
40 4.958 4.261 0.697 15.5% 0.098 2.2% 35% False False 4,618
60 5.330 4.261 1.069 23.7% 0.100 2.2% 23% False False 3,777
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 5.269
2.618 4.975
1.618 4.795
1.000 4.684
0.618 4.615
HIGH 4.504
0.618 4.435
0.500 4.414
0.382 4.393
LOW 4.324
0.618 4.213
1.000 4.144
1.618 4.033
2.618 3.853
4.250 3.559
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 4.473 4.462
PP 4.443 4.423
S1 4.414 4.383

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

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