NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 4.339 4.504 0.165 3.8% 4.368
High 4.504 4.580 0.076 1.7% 4.433
Low 4.324 4.426 0.102 2.4% 4.261
Close 4.502 4.502 0.000 0.0% 4.389
Range 0.180 0.154 -0.026 -14.4% 0.172
ATR 0.103 0.107 0.004 3.5% 0.000
Volume 4,295 9,104 4,809 112.0% 24,193
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.965 4.887 4.587
R3 4.811 4.733 4.544
R2 4.657 4.657 4.530
R1 4.579 4.579 4.516 4.541
PP 4.503 4.503 4.503 4.484
S1 4.425 4.425 4.488 4.387
S2 4.349 4.349 4.474
S3 4.195 4.271 4.460
S4 4.041 4.117 4.417
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 4.580 4.262 0.318 7.1% 0.124 2.8% 75% True False 6,174
10 4.580 4.261 0.319 7.1% 0.109 2.4% 76% True False 5,862
20 4.599 4.261 0.338 7.5% 0.102 2.3% 71% False False 6,415
40 4.958 4.261 0.697 15.5% 0.098 2.2% 35% False False 4,775
60 5.330 4.261 1.069 23.7% 0.101 2.3% 23% False False 3,911
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.235
2.618 4.983
1.618 4.829
1.000 4.734
0.618 4.675
HIGH 4.580
0.618 4.521
0.500 4.503
0.382 4.485
LOW 4.426
0.618 4.331
1.000 4.272
1.618 4.177
2.618 4.023
4.250 3.772
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 4.503 4.475
PP 4.503 4.448
S1 4.502 4.421

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

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