NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 4.472 4.451 -0.021 -0.5% 4.342
High 4.516 4.455 -0.061 -1.4% 4.516
Low 4.392 4.286 -0.106 -2.4% 4.227
Close 4.468 4.307 -0.161 -3.6% 4.307
Range 0.124 0.169 0.045 36.3% 0.289
ATR 0.101 0.107 0.006 5.7% 0.000
Volume 10,101 12,015 1,914 18.9% 40,801
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.856 4.751 4.400
R3 4.687 4.582 4.353
R2 4.518 4.518 4.338
R1 4.413 4.413 4.322 4.381
PP 4.349 4.349 4.349 4.334
S1 4.244 4.244 4.292 4.212
S2 4.180 4.180 4.276
S3 4.011 4.075 4.261
S4 3.842 3.906 4.214
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.217 5.051 4.466
R3 4.928 4.762 4.386
R2 4.639 4.639 4.360
R1 4.473 4.473 4.333 4.412
PP 4.350 4.350 4.350 4.319
S1 4.184 4.184 4.281 4.123
S2 4.061 4.061 4.254
S3 3.772 3.895 4.228
S4 3.483 3.606 4.148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.516 4.227 0.289 6.7% 0.132 3.1% 28% False False 8,160
10 4.516 4.227 0.289 6.7% 0.113 2.6% 28% False False 7,115
20 4.558 4.227 0.331 7.7% 0.101 2.3% 24% False False 7,628
40 4.912 4.227 0.685 15.9% 0.095 2.2% 12% False False 6,206
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.173
2.618 4.897
1.618 4.728
1.000 4.624
0.618 4.559
HIGH 4.455
0.618 4.390
0.500 4.371
0.382 4.351
LOW 4.286
0.618 4.182
1.000 4.117
1.618 4.013
2.618 3.844
4.250 3.568
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 4.371 4.401
PP 4.349 4.370
S1 4.328 4.338

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

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