NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 4.364 4.389 0.025 0.6% 4.399
High 4.466 4.428 -0.038 -0.9% 4.580
Low 4.350 4.372 0.022 0.5% 4.262
Close 4.384 4.393 0.009 0.2% 4.341
Range 0.116 0.056 -0.060 -51.7% 0.318
ATR 0.111 0.107 -0.004 -3.6% 0.000
Volume 5,141 8,122 2,981 58.0% 31,921
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.566 4.535 4.424
R3 4.510 4.479 4.408
R2 4.454 4.454 4.403
R1 4.423 4.423 4.398 4.439
PP 4.398 4.398 4.398 4.405
S1 4.367 4.367 4.388 4.383
S2 4.342 4.342 4.383
S3 4.286 4.311 4.378
S4 4.230 4.255 4.362
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 4.310 0.270 6.1% 0.119 2.7% 31% False False 7,007
10 4.580 4.261 0.319 7.3% 0.116 2.6% 41% False False 6,073
20 4.599 4.261 0.338 7.7% 0.104 2.4% 39% False False 6,331
40 4.958 4.261 0.697 15.9% 0.099 2.3% 19% False False 5,215
60 5.074 4.261 0.813 18.5% 0.100 2.3% 16% False False 4,165
80 5.330 4.261 1.069 24.3% 0.102 2.3% 12% False False 3,597
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 4.666
2.618 4.575
1.618 4.519
1.000 4.484
0.618 4.463
HIGH 4.428
0.618 4.407
0.500 4.400
0.382 4.393
LOW 4.372
0.618 4.337
1.000 4.316
1.618 4.281
2.618 4.225
4.250 4.134
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 4.400 4.391
PP 4.398 4.390
S1 4.395 4.388

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

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