NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 4.364 4.322 -0.042 -1.0% 4.481
High 4.403 4.435 0.032 0.7% 4.534
Low 4.320 4.307 -0.013 -0.3% 4.320
Close 4.330 4.376 0.046 1.1% 4.412
Range 0.083 0.128 0.045 54.2% 0.214
ATR 0.101 0.103 0.002 1.9% 0.000
Volume 9,103 17,646 8,543 93.8% 108,181
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.757 4.694 4.446
R3 4.629 4.566 4.411
R2 4.501 4.501 4.399
R1 4.438 4.438 4.388 4.470
PP 4.373 4.373 4.373 4.388
S1 4.310 4.310 4.364 4.342
S2 4.245 4.245 4.353
S3 4.117 4.182 4.341
S4 3.989 4.054 4.306
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 4.454 4.307 0.147 3.4% 0.097 2.2% 47% False True 19,113
10 4.606 4.307 0.299 6.8% 0.101 2.3% 23% False True 21,491
20 4.757 4.307 0.450 10.3% 0.098 2.2% 15% False True 20,527
40 4.962 4.307 0.655 15.0% 0.105 2.4% 11% False True 18,196
60 5.356 4.307 1.049 24.0% 0.105 2.4% 7% False True 16,774
80 5.356 4.307 1.049 24.0% 0.108 2.5% 7% False True 15,105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.979
2.618 4.770
1.618 4.642
1.000 4.563
0.618 4.514
HIGH 4.435
0.618 4.386
0.500 4.371
0.382 4.356
LOW 4.307
0.618 4.228
1.000 4.179
1.618 4.100
2.618 3.972
4.250 3.763
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 4.374 4.374
PP 4.373 4.373
S1 4.371 4.371

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

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