NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 4.493 4.596 0.103 2.3% 4.400
High 4.602 4.606 0.004 0.1% 4.606
Low 4.441 4.520 0.079 1.8% 4.360
Close 4.586 4.529 -0.057 -1.2% 4.529
Range 0.161 0.086 -0.075 -46.6% 0.246
ATR 0.108 0.107 -0.002 -1.5% 0.000
Volume 22,505 30,819 8,314 36.9% 130,699
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.810 4.755 4.576
R3 4.724 4.669 4.553
R2 4.638 4.638 4.545
R1 4.583 4.583 4.537 4.568
PP 4.552 4.552 4.552 4.544
S1 4.497 4.497 4.521 4.482
S2 4.466 4.466 4.513
S3 4.380 4.411 4.505
S4 4.294 4.325 4.482
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.236 5.129 4.664
R3 4.990 4.883 4.597
R2 4.744 4.744 4.574
R1 4.637 4.637 4.552 4.691
PP 4.498 4.498 4.498 4.525
S1 4.391 4.391 4.506 4.445
S2 4.252 4.252 4.484
S3 4.006 4.145 4.461
S4 3.760 3.899 4.394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.606 4.360 0.246 5.4% 0.110 2.4% 69% True False 26,139
10 4.636 4.360 0.276 6.1% 0.105 2.3% 61% False False 22,648
20 4.962 4.360 0.602 13.3% 0.102 2.2% 28% False False 18,960
40 4.962 4.360 0.602 13.3% 0.105 2.3% 28% False False 16,877
60 5.356 4.360 0.996 22.0% 0.109 2.4% 17% False False 15,536
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.972
2.618 4.831
1.618 4.745
1.000 4.692
0.618 4.659
HIGH 4.606
0.618 4.573
0.500 4.563
0.382 4.553
LOW 4.520
0.618 4.467
1.000 4.434
1.618 4.381
2.618 4.295
4.250 4.155
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 4.563 4.527
PP 4.552 4.525
S1 4.540 4.524

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

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