NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 4.301 4.342 0.041 1.0% 4.363
High 4.375 4.350 -0.025 -0.6% 4.395
Low 4.290 4.271 -0.019 -0.4% 4.229
Close 4.350 4.270 -0.080 -1.8% 4.350
Range 0.085 0.079 -0.006 -7.1% 0.166
ATR 0.094 0.092 -0.001 -1.1% 0.000
Volume 5,981 5,922 -59 -1.0% 30,354
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.534 4.481 4.313
R3 4.455 4.402 4.292
R2 4.376 4.376 4.284
R1 4.323 4.323 4.277 4.310
PP 4.297 4.297 4.297 4.291
S1 4.244 4.244 4.263 4.231
S2 4.218 4.218 4.256
S3 4.139 4.165 4.248
S4 4.060 4.086 4.227
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.823 4.752 4.441
R3 4.657 4.586 4.396
R2 4.491 4.491 4.380
R1 4.420 4.420 4.365 4.373
PP 4.325 4.325 4.325 4.301
S1 4.254 4.254 4.335 4.207
S2 4.159 4.159 4.320
S3 3.993 4.088 4.304
S4 3.827 3.922 4.259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.395 4.229 0.166 3.9% 0.095 2.2% 25% False False 6,249
10 4.442 4.229 0.213 5.0% 0.085 2.0% 19% False False 7,451
20 4.602 4.229 0.373 8.7% 0.092 2.1% 11% False False 7,060
40 4.912 4.229 0.683 16.0% 0.091 2.1% 6% False False 5,817
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.686
2.618 4.557
1.618 4.478
1.000 4.429
0.618 4.399
HIGH 4.350
0.618 4.320
0.500 4.311
0.382 4.301
LOW 4.271
0.618 4.222
1.000 4.192
1.618 4.143
2.618 4.064
4.250 3.935
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 4.311 4.302
PP 4.297 4.291
S1 4.284 4.281

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

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