NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 4.322 4.390 0.068 1.6% 4.481
High 4.435 4.406 -0.029 -0.7% 4.534
Low 4.307 4.297 -0.010 -0.2% 4.320
Close 4.376 4.307 -0.069 -1.6% 4.412
Range 0.128 0.109 -0.019 -14.8% 0.214
ATR 0.103 0.104 0.000 0.4% 0.000
Volume 17,646 34,126 16,480 93.4% 108,181
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.664 4.594 4.367
R3 4.555 4.485 4.337
R2 4.446 4.446 4.327
R1 4.376 4.376 4.317 4.357
PP 4.337 4.337 4.337 4.327
S1 4.267 4.267 4.297 4.248
S2 4.228 4.228 4.287
S3 4.119 4.158 4.277
S4 4.010 4.049 4.247
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 4.450 4.297 0.153 3.6% 0.103 2.4% 7% False True 20,456
10 4.606 4.297 0.309 7.2% 0.103 2.4% 3% False True 22,238
20 4.727 4.297 0.430 10.0% 0.101 2.3% 2% False True 21,587
40 4.962 4.297 0.665 15.4% 0.105 2.4% 2% False True 18,830
60 5.356 4.297 1.059 24.6% 0.106 2.5% 1% False True 17,090
80 5.356 4.297 1.059 24.6% 0.108 2.5% 1% False True 15,303
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 4.869
2.618 4.691
1.618 4.582
1.000 4.515
0.618 4.473
HIGH 4.406
0.618 4.364
0.500 4.352
0.382 4.339
LOW 4.297
0.618 4.230
1.000 4.188
1.618 4.121
2.618 4.012
4.250 3.834
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 4.352 4.366
PP 4.337 4.346
S1 4.322 4.327

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

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