NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 4.496 4.367 -0.129 -2.9% 4.569
High 4.518 4.426 -0.092 -2.0% 4.602
Low 4.353 4.340 -0.013 -0.3% 4.340
Close 4.377 4.409 0.032 0.7% 4.409
Range 0.165 0.086 -0.079 -47.9% 0.262
ATR 0.096 0.095 -0.001 -0.7% 0.000
Volume 4,865 10,072 5,207 107.0% 28,128
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.650 4.615 4.456
R3 4.564 4.529 4.433
R2 4.478 4.478 4.425
R1 4.443 4.443 4.417 4.461
PP 4.392 4.392 4.392 4.400
S1 4.357 4.357 4.401 4.375
S2 4.306 4.306 4.393
S3 4.220 4.271 4.385
S4 4.134 4.185 4.362
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.236 5.085 4.553
R3 4.974 4.823 4.481
R2 4.712 4.712 4.457
R1 4.561 4.561 4.433 4.506
PP 4.450 4.450 4.450 4.423
S1 4.299 4.299 4.385 4.244
S2 4.188 4.188 4.361
S3 3.926 4.037 4.337
S4 3.664 3.775 4.265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.602 4.340 0.262 5.9% 0.090 2.0% 26% False True 5,625
10 4.765 4.340 0.425 9.6% 0.082 1.9% 16% False True 4,826
20 4.912 4.340 0.572 13.0% 0.090 2.0% 12% False True 4,783
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.792
2.618 4.651
1.618 4.565
1.000 4.512
0.618 4.479
HIGH 4.426
0.618 4.393
0.500 4.383
0.382 4.373
LOW 4.340
0.618 4.287
1.000 4.254
1.618 4.201
2.618 4.115
4.250 3.975
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 4.400 4.448
PP 4.392 4.435
S1 4.383 4.422

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

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