NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 4.360 4.431 0.071 1.6% 4.569
High 4.439 4.480 0.041 0.9% 4.602
Low 4.336 4.372 0.036 0.8% 4.340
Close 4.414 4.458 0.044 1.0% 4.409
Range 0.103 0.108 0.005 4.9% 0.262
ATR 0.095 0.096 0.001 0.9% 0.000
Volume 9,103 7,032 -2,071 -22.8% 28,128
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.761 4.717 4.517
R3 4.653 4.609 4.488
R2 4.545 4.545 4.478
R1 4.501 4.501 4.468 4.523
PP 4.437 4.437 4.437 4.448
S1 4.393 4.393 4.448 4.415
S2 4.329 4.329 4.438
S3 4.221 4.285 4.428
S4 4.113 4.177 4.399
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 4.555 4.336 0.219 4.9% 0.108 2.4% 56% False False 7,138
10 4.710 4.336 0.374 8.4% 0.087 2.0% 33% False False 5,643
20 4.912 4.336 0.576 12.9% 0.092 2.1% 21% False False 5,206
40 5.055 4.336 0.719 16.1% 0.095 2.1% 17% False False 4,876
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 0.018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.939
2.618 4.763
1.618 4.655
1.000 4.588
0.618 4.547
HIGH 4.480
0.618 4.439
0.500 4.426
0.382 4.413
LOW 4.372
0.618 4.305
1.000 4.264
1.618 4.197
2.618 4.089
4.250 3.913
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 4.447 4.441
PP 4.437 4.425
S1 4.426 4.408

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

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