NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 4.418 4.366 -0.052 -1.2% 4.360
High 4.442 4.421 -0.021 -0.5% 4.558
Low 4.384 4.359 -0.025 -0.6% 4.336
Close 4.400 4.389 -0.011 -0.3% 4.495
Range 0.058 0.062 0.004 6.9% 0.222
ATR 0.095 0.092 -0.002 -2.5% 0.000
Volume 6,622 12,377 5,755 86.9% 37,414
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.576 4.544 4.423
R3 4.514 4.482 4.406
R2 4.452 4.452 4.400
R1 4.420 4.420 4.395 4.436
PP 4.390 4.390 4.390 4.398
S1 4.358 4.358 4.383 4.374
S2 4.328 4.328 4.378
S3 4.266 4.296 4.372
S4 4.204 4.234 4.355
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 4.359 0.199 4.5% 0.084 1.9% 15% False True 8,088
10 4.558 4.336 0.222 5.1% 0.095 2.2% 24% False False 7,711
20 4.878 4.336 0.542 12.3% 0.088 2.0% 10% False False 6,071
40 4.912 4.336 0.576 13.1% 0.093 2.1% 9% False False 5,318
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.685
2.618 4.583
1.618 4.521
1.000 4.483
0.618 4.459
HIGH 4.421
0.618 4.397
0.500 4.390
0.382 4.383
LOW 4.359
0.618 4.321
1.000 4.297
1.618 4.259
2.618 4.197
4.250 4.096
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 4.390 4.431
PP 4.390 4.417
S1 4.389 4.403

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

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