NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 4.493 4.328 -0.165 -3.7% 4.399
High 4.493 4.400 -0.093 -2.1% 4.580
Low 4.316 4.310 -0.006 -0.1% 4.262
Close 4.341 4.390 0.049 1.1% 4.341
Range 0.177 0.090 -0.087 -49.2% 0.318
ATR 0.113 0.111 -0.002 -1.4% 0.000
Volume 6,143 6,529 386 6.3% 31,921
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.637 4.603 4.440
R3 4.547 4.513 4.415
R2 4.457 4.457 4.407
R1 4.423 4.423 4.398 4.440
PP 4.367 4.367 4.367 4.375
S1 4.333 4.333 4.382 4.350
S2 4.277 4.277 4.374
S3 4.187 4.243 4.365
S4 4.097 4.153 4.341
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 7.2% 0.141 3.2% 40% False False 6,309
10 4.580 4.261 0.319 7.3% 0.122 2.8% 40% False False 5,913
20 4.599 4.261 0.338 7.7% 0.105 2.4% 38% False False 6,156
40 4.958 4.261 0.697 15.9% 0.099 2.3% 19% False False 4,965
60 5.227 4.261 0.966 22.0% 0.101 2.3% 13% False False 3,990
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.027
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.783
2.618 4.636
1.618 4.546
1.000 4.490
0.618 4.456
HIGH 4.400
0.618 4.366
0.500 4.355
0.382 4.344
LOW 4.310
0.618 4.254
1.000 4.220
1.618 4.164
2.618 4.074
4.250 3.928
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 4.378 4.445
PP 4.367 4.427
S1 4.355 4.408

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

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