NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 4.408 4.364 -0.044 -1.0% 4.481
High 4.435 4.403 -0.032 -0.7% 4.534
Low 4.370 4.320 -0.050 -1.1% 4.320
Close 4.412 4.330 -0.082 -1.9% 4.412
Range 0.065 0.083 0.018 27.7% 0.214
ATR 0.102 0.101 -0.001 -0.7% 0.000
Volume 23,199 9,103 -14,096 -60.8% 108,181
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.600 4.548 4.376
R3 4.517 4.465 4.353
R2 4.434 4.434 4.345
R1 4.382 4.382 4.338 4.367
PP 4.351 4.351 4.351 4.343
S1 4.299 4.299 4.322 4.284
S2 4.268 4.268 4.315
S3 4.185 4.216 4.307
S4 4.102 4.133 4.284
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.064 4.952 4.530
R3 4.850 4.738 4.471
R2 4.636 4.636 4.451
R1 4.524 4.524 4.432 4.473
PP 4.422 4.422 4.422 4.397
S1 4.310 4.310 4.392 4.259
S2 4.208 4.208 4.373
S3 3.994 4.096 4.353
S4 3.780 3.882 4.294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.504 4.320 0.184 4.2% 0.091 2.1% 5% False True 20,699
10 4.606 4.320 0.286 6.6% 0.099 2.3% 3% False True 22,479
20 4.757 4.320 0.437 10.1% 0.096 2.2% 2% False True 20,175
40 4.962 4.320 0.642 14.8% 0.103 2.4% 2% False True 17,929
60 5.356 4.320 1.036 23.9% 0.106 2.4% 1% False True 16,668
80 5.356 4.320 1.036 23.9% 0.108 2.5% 1% False True 15,122
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 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.756
2.618 4.620
1.618 4.537
1.000 4.486
0.618 4.454
HIGH 4.403
0.618 4.371
0.500 4.362
0.382 4.352
LOW 4.320
0.618 4.269
1.000 4.237
1.618 4.186
2.618 4.103
4.250 3.967
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 4.362 4.385
PP 4.351 4.367
S1 4.341 4.348

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

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