NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 4.363 4.298 -0.065 -1.5% 4.458
High 4.363 4.395 0.032 0.7% 4.502
Low 4.286 4.280 -0.006 -0.1% 4.300
Close 4.296 4.340 0.044 1.0% 4.378
Range 0.077 0.115 0.038 49.4% 0.202
ATR 0.092 0.094 0.002 1.8% 0.000
Volume 5,028 5,453 425 8.5% 44,000
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.683 4.627 4.403
R3 4.568 4.512 4.372
R2 4.453 4.453 4.361
R1 4.397 4.397 4.351 4.425
PP 4.338 4.338 4.338 4.353
S1 4.282 4.282 4.329 4.310
S2 4.223 4.223 4.319
S3 4.108 4.167 4.308
S4 3.993 4.052 4.277
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 4.425 4.280 0.145 3.3% 0.087 2.0% 41% False True 8,419
10 4.558 4.280 0.278 6.4% 0.086 2.0% 22% False True 7,576
20 4.710 4.280 0.430 9.9% 0.087 2.0% 14% False True 6,609
40 4.912 4.280 0.632 14.6% 0.093 2.1% 9% False True 5,700
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.884
2.618 4.696
1.618 4.581
1.000 4.510
0.618 4.466
HIGH 4.395
0.618 4.351
0.500 4.338
0.382 4.324
LOW 4.280
0.618 4.209
1.000 4.165
1.618 4.094
2.618 3.979
4.250 3.791
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 4.339 4.340
PP 4.338 4.340
S1 4.338 4.340

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

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