NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 4.372 4.363 -0.009 -0.2% 4.458
High 4.399 4.363 -0.036 -0.8% 4.502
Low 4.342 4.286 -0.056 -1.3% 4.300
Close 4.378 4.296 -0.082 -1.9% 4.378
Range 0.057 0.077 0.020 35.1% 0.202
ATR 0.092 0.092 0.000 0.0% 0.000
Volume 12,230 5,028 -7,202 -58.9% 44,000
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.546 4.498 4.338
R3 4.469 4.421 4.317
R2 4.392 4.392 4.310
R1 4.344 4.344 4.303 4.330
PP 4.315 4.315 4.315 4.308
S1 4.267 4.267 4.289 4.253
S2 4.238 4.238 4.282
S3 4.161 4.190 4.275
S4 4.084 4.113 4.254
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 4.442 4.286 0.156 3.6% 0.076 1.8% 6% False True 8,653
10 4.558 4.286 0.272 6.3% 0.086 2.0% 4% False True 7,733
20 4.710 4.286 0.424 9.9% 0.084 2.0% 2% False True 6,555
40 4.912 4.286 0.626 14.6% 0.092 2.1% 2% False True 5,638
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.690
2.618 4.565
1.618 4.488
1.000 4.440
0.618 4.411
HIGH 4.363
0.618 4.334
0.500 4.325
0.382 4.315
LOW 4.286
0.618 4.238
1.000 4.209
1.618 4.161
2.618 4.084
4.250 3.959
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 4.325 4.356
PP 4.315 4.336
S1 4.306 4.316

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

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