NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 4.342 4.258 -0.084 -1.9% 4.363
High 4.350 4.333 -0.017 -0.4% 4.395
Low 4.271 4.227 -0.044 -1.0% 4.229
Close 4.270 4.323 0.053 1.2% 4.350
Range 0.079 0.106 0.027 34.2% 0.166
ATR 0.092 0.093 0.001 1.0% 0.000
Volume 5,922 5,820 -102 -1.7% 30,354
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.612 4.574 4.381
R3 4.506 4.468 4.352
R2 4.400 4.400 4.342
R1 4.362 4.362 4.333 4.381
PP 4.294 4.294 4.294 4.304
S1 4.256 4.256 4.313 4.275
S2 4.188 4.188 4.304
S3 4.082 4.150 4.294
S4 3.976 4.044 4.265
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 4.375 4.227 0.148 3.4% 0.093 2.1% 65% False True 6,323
10 4.425 4.227 0.198 4.6% 0.090 2.1% 48% False True 7,371
20 4.558 4.227 0.331 7.7% 0.093 2.2% 29% False True 7,153
40 4.912 4.227 0.685 15.8% 0.091 2.1% 14% False True 5,885
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.784
2.618 4.611
1.618 4.505
1.000 4.439
0.618 4.399
HIGH 4.333
0.618 4.293
0.500 4.280
0.382 4.267
LOW 4.227
0.618 4.161
1.000 4.121
1.618 4.055
2.618 3.949
4.250 3.777
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 4.309 4.316
PP 4.294 4.308
S1 4.280 4.301

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

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