NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 4.596 4.481 -0.115 -2.5% 4.400
High 4.606 4.534 -0.072 -1.6% 4.606
Low 4.520 4.445 -0.075 -1.7% 4.360
Close 4.529 4.505 -0.024 -0.5% 4.529
Range 0.086 0.089 0.003 3.5% 0.246
ATR 0.107 0.105 -0.001 -1.2% 0.000
Volume 30,819 13,787 -17,032 -55.3% 130,699
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.762 4.722 4.554
R3 4.673 4.633 4.529
R2 4.584 4.584 4.521
R1 4.544 4.544 4.513 4.564
PP 4.495 4.495 4.495 4.505
S1 4.455 4.455 4.497 4.475
S2 4.406 4.406 4.489
S3 4.317 4.366 4.481
S4 4.228 4.277 4.456
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 4.395 0.211 4.7% 0.107 2.4% 52% False False 24,259
10 4.636 4.360 0.276 6.1% 0.107 2.4% 53% False False 22,618
20 4.949 4.360 0.589 13.1% 0.101 2.2% 25% False False 18,356
40 4.962 4.360 0.602 13.4% 0.104 2.3% 24% False False 16,795
60 5.356 4.360 0.996 22.1% 0.109 2.4% 15% False False 15,682
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 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.912
2.618 4.767
1.618 4.678
1.000 4.623
0.618 4.589
HIGH 4.534
0.618 4.500
0.500 4.490
0.382 4.479
LOW 4.445
0.618 4.390
1.000 4.356
1.618 4.301
2.618 4.212
4.250 4.067
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 4.500 4.524
PP 4.495 4.517
S1 4.490 4.511

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

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