NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 4.425 4.510 0.085 1.9% 4.564
High 4.508 4.545 0.037 0.8% 4.636
Low 4.395 4.459 0.064 1.5% 4.361
Close 4.485 4.497 0.012 0.3% 4.432
Range 0.113 0.086 -0.027 -23.9% 0.275
ATR 0.105 0.104 -0.001 -1.3% 0.000
Volume 27,528 26,658 -870 -3.2% 95,789
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.758 4.714 4.544
R3 4.672 4.628 4.521
R2 4.586 4.586 4.513
R1 4.542 4.542 4.505 4.521
PP 4.500 4.500 4.500 4.490
S1 4.456 4.456 4.489 4.435
S2 4.414 4.414 4.481
S3 4.328 4.370 4.473
S4 4.242 4.284 4.450
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.301 5.142 4.583
R3 5.026 4.867 4.508
R2 4.751 4.751 4.482
R1 4.592 4.592 4.457 4.534
PP 4.476 4.476 4.476 4.448
S1 4.317 4.317 4.407 4.259
S2 4.201 4.201 4.382
S3 3.926 4.042 4.356
S4 3.651 3.767 4.281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.545 4.360 0.185 4.1% 0.112 2.5% 74% True False 26,010
10 4.727 4.360 0.367 8.2% 0.098 2.2% 37% False False 20,936
20 4.962 4.360 0.602 13.4% 0.101 2.3% 23% False False 18,201
40 5.088 4.360 0.728 16.2% 0.104 2.3% 19% False False 16,066
60 5.356 4.360 0.996 22.1% 0.108 2.4% 14% False False 14,980
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 6 trading days
Fibonacci Retracements and Extensions
4.250 4.911
2.618 4.770
1.618 4.684
1.000 4.631
0.618 4.598
HIGH 4.545
0.618 4.512
0.500 4.502
0.382 4.492
LOW 4.459
0.618 4.406
1.000 4.373
1.618 4.320
2.618 4.234
4.250 4.094
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 4.502 4.482
PP 4.500 4.467
S1 4.499 4.453

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

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