NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 4.504 4.493 -0.011 -0.2% 4.399
High 4.580 4.493 -0.087 -1.9% 4.580
Low 4.426 4.316 -0.110 -2.5% 4.262
Close 4.502 4.341 -0.161 -3.6% 4.341
Range 0.154 0.177 0.023 14.9% 0.318
ATR 0.107 0.113 0.006 5.3% 0.000
Volume 9,104 6,143 -2,961 -32.5% 31,921
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.914 4.805 4.438
R3 4.737 4.628 4.390
R2 4.560 4.560 4.373
R1 4.451 4.451 4.357 4.417
PP 4.383 4.383 4.383 4.367
S1 4.274 4.274 4.325 4.240
S2 4.206 4.206 4.309
S3 4.029 4.097 4.292
S4 3.852 3.920 4.244
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.348 5.163 4.516
R3 5.030 4.845 4.428
R2 4.712 4.712 4.399
R1 4.527 4.527 4.370 4.461
PP 4.394 4.394 4.394 4.361
S1 4.209 4.209 4.312 4.143
S2 4.076 4.076 4.283
S3 3.758 3.891 4.254
S4 3.440 3.573 4.166
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 7.3% 0.142 3.3% 25% False False 6,384
10 4.580 4.261 0.319 7.3% 0.121 2.8% 25% False False 5,611
20 4.599 4.261 0.338 7.8% 0.106 2.4% 24% False False 6,332
40 4.958 4.261 0.697 16.1% 0.100 2.3% 11% False False 4,846
60 5.227 4.261 0.966 22.3% 0.101 2.3% 8% False False 3,986
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.245
2.618 4.956
1.618 4.779
1.000 4.670
0.618 4.602
HIGH 4.493
0.618 4.425
0.500 4.405
0.382 4.384
LOW 4.316
0.618 4.207
1.000 4.139
1.618 4.030
2.618 3.853
4.250 3.564
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 4.405 4.448
PP 4.383 4.412
S1 4.362 4.377

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

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