NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 4.369 4.372 0.003 0.1% 4.458
High 4.425 4.399 -0.026 -0.6% 4.502
Low 4.300 4.342 0.042 1.0% 4.300
Close 4.349 4.378 0.029 0.7% 4.378
Range 0.125 0.057 -0.068 -54.4% 0.202
ATR 0.095 0.092 -0.003 -2.8% 0.000
Volume 7,008 12,230 5,222 74.5% 44,000
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.544 4.518 4.409
R3 4.487 4.461 4.394
R2 4.430 4.430 4.388
R1 4.404 4.404 4.383 4.417
PP 4.373 4.373 4.373 4.380
S1 4.347 4.347 4.373 4.360
S2 4.316 4.316 4.368
S3 4.259 4.290 4.362
S4 4.202 4.233 4.347
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.999 4.891 4.489
R3 4.797 4.689 4.434
R2 4.595 4.595 4.415
R1 4.487 4.487 4.397 4.440
PP 4.393 4.393 4.393 4.370
S1 4.285 4.285 4.359 4.238
S2 4.191 4.191 4.341
S3 3.989 4.083 4.322
S4 3.787 3.881 4.267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.502 4.300 0.202 4.6% 0.078 1.8% 39% False False 8,800
10 4.558 4.300 0.258 5.9% 0.088 2.0% 30% False False 8,141
20 4.765 4.300 0.465 10.6% 0.085 1.9% 17% False False 6,483
40 4.912 4.300 0.612 14.0% 0.091 2.1% 13% False False 5,632
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.641
2.618 4.548
1.618 4.491
1.000 4.456
0.618 4.434
HIGH 4.399
0.618 4.377
0.500 4.371
0.382 4.364
LOW 4.342
0.618 4.307
1.000 4.285
1.618 4.250
2.618 4.193
4.250 4.100
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 4.376 4.373
PP 4.373 4.368
S1 4.371 4.363

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

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