NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 4.431 4.464 0.033 0.7% 4.569
High 4.480 4.511 0.031 0.7% 4.602
Low 4.372 4.443 0.071 1.6% 4.340
Close 4.458 4.467 0.009 0.2% 4.409
Range 0.108 0.068 -0.040 -37.0% 0.262
ATR 0.096 0.094 -0.002 -2.1% 0.000
Volume 7,032 5,597 -1,435 -20.4% 28,128
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.678 4.640 4.504
R3 4.610 4.572 4.486
R2 4.542 4.542 4.479
R1 4.504 4.504 4.473 4.523
PP 4.474 4.474 4.474 4.483
S1 4.436 4.436 4.461 4.455
S2 4.406 4.406 4.455
S3 4.338 4.368 4.448
S4 4.270 4.300 4.430
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 4.518 4.336 0.182 4.1% 0.106 2.4% 72% False False 7,333
10 4.685 4.336 0.349 7.8% 0.089 2.0% 38% False False 5,894
20 4.912 4.336 0.576 12.9% 0.091 2.0% 23% False False 5,327
40 5.015 4.336 0.679 15.2% 0.094 2.1% 19% False False 4,901
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.018
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.800
2.618 4.689
1.618 4.621
1.000 4.579
0.618 4.553
HIGH 4.511
0.618 4.485
0.500 4.477
0.382 4.469
LOW 4.443
0.618 4.401
1.000 4.375
1.618 4.333
2.618 4.265
4.250 4.154
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 4.477 4.453
PP 4.474 4.438
S1 4.470 4.424

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

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