NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 4.481 4.504 0.023 0.5% 4.400
High 4.534 4.504 -0.030 -0.7% 4.606
Low 4.445 4.404 -0.041 -0.9% 4.360
Close 4.505 4.425 -0.080 -1.8% 4.529
Range 0.089 0.100 0.011 12.4% 0.246
ATR 0.105 0.105 0.000 -0.3% 0.000
Volume 13,787 25,578 11,791 85.5% 130,699
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.744 4.685 4.480
R3 4.644 4.585 4.453
R2 4.544 4.544 4.443
R1 4.485 4.485 4.434 4.465
PP 4.444 4.444 4.444 4.434
S1 4.385 4.385 4.416 4.365
S2 4.344 4.344 4.407
S3 4.244 4.285 4.398
S4 4.144 4.185 4.370
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 4.404 0.202 4.6% 0.104 2.4% 10% False True 23,869
10 4.606 4.360 0.246 5.6% 0.109 2.5% 26% False False 23,816
20 4.949 4.360 0.589 13.3% 0.103 2.3% 11% False False 18,790
40 4.962 4.360 0.602 13.6% 0.105 2.4% 11% False False 17,136
60 5.356 4.360 0.996 22.5% 0.108 2.4% 7% False False 15,935
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 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.929
2.618 4.766
1.618 4.666
1.000 4.604
0.618 4.566
HIGH 4.504
0.618 4.466
0.500 4.454
0.382 4.442
LOW 4.404
0.618 4.342
1.000 4.304
1.618 4.242
2.618 4.142
4.250 3.979
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 4.454 4.505
PP 4.444 4.478
S1 4.435 4.452

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

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