NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 4.531 4.458 -0.073 -1.6% 4.360
High 4.556 4.502 -0.054 -1.2% 4.558
Low 4.492 4.414 -0.078 -1.7% 4.336
Close 4.495 4.474 -0.021 -0.5% 4.495
Range 0.064 0.088 0.024 37.5% 0.222
ATR 0.096 0.095 -0.001 -0.6% 0.000
Volume 9,093 5,763 -3,330 -36.6% 37,414
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.727 4.689 4.522
R3 4.639 4.601 4.498
R2 4.551 4.551 4.490
R1 4.513 4.513 4.482 4.532
PP 4.463 4.463 4.463 4.473
S1 4.425 4.425 4.466 4.444
S2 4.375 4.375 4.458
S3 4.287 4.337 4.450
S4 4.199 4.249 4.426
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.129 5.034 4.617
R3 4.907 4.812 4.556
R2 4.685 4.685 4.536
R1 4.590 4.590 4.515 4.638
PP 4.463 4.463 4.463 4.487
S1 4.368 4.368 4.475 4.416
S2 4.241 4.241 4.454
S3 4.019 4.146 4.434
S4 3.797 3.924 4.373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.558 4.372 0.186 4.2% 0.095 2.1% 55% False False 6,814
10 4.602 4.336 0.266 5.9% 0.098 2.2% 52% False False 6,670
20 4.896 4.336 0.560 12.5% 0.091 2.0% 25% False False 5,539
40 4.912 4.336 0.576 12.9% 0.094 2.1% 24% False False 5,037
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.876
2.618 4.732
1.618 4.644
1.000 4.590
0.618 4.556
HIGH 4.502
0.618 4.468
0.500 4.458
0.382 4.448
LOW 4.414
0.618 4.360
1.000 4.326
1.618 4.272
2.618 4.184
4.250 4.040
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 4.469 4.484
PP 4.463 4.481
S1 4.458 4.477

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

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