NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 4.299 4.358 0.059 1.4% 4.364
High 4.361 4.415 0.054 1.2% 4.435
Low 4.261 4.324 0.063 1.5% 4.261
Close 4.352 4.386 0.034 0.8% 4.386
Range 0.100 0.091 -0.009 -9.0% 0.174
ATR 0.103 0.103 -0.001 -0.9% 0.000
Volume 15,647 25,913 10,266 65.6% 102,435
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.648 4.608 4.436
R3 4.557 4.517 4.411
R2 4.466 4.466 4.403
R1 4.426 4.426 4.394 4.446
PP 4.375 4.375 4.375 4.385
S1 4.335 4.335 4.378 4.355
S2 4.284 4.284 4.369
S3 4.193 4.244 4.361
S4 4.102 4.153 4.336
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.883 4.808 4.482
R3 4.709 4.634 4.434
R2 4.535 4.535 4.418
R1 4.460 4.460 4.402 4.498
PP 4.361 4.361 4.361 4.379
S1 4.286 4.286 4.370 4.324
S2 4.187 4.187 4.354
S3 4.013 4.112 4.338
S4 3.839 3.938 4.290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.435 4.261 0.174 4.0% 0.102 2.3% 72% False False 20,487
10 4.534 4.261 0.273 6.2% 0.097 2.2% 46% False False 21,061
20 4.636 4.261 0.375 8.5% 0.101 2.3% 33% False False 21,855
40 4.962 4.261 0.701 16.0% 0.103 2.3% 18% False False 19,126
60 5.356 4.261 1.095 25.0% 0.105 2.4% 11% False False 17,251
80 5.356 4.261 1.095 25.0% 0.109 2.5% 11% False False 15,574
Crabel Price Patterns
NR True
NR4 True
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 0.029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.802
2.618 4.653
1.618 4.562
1.000 4.506
0.618 4.471
HIGH 4.415
0.618 4.380
0.500 4.370
0.382 4.359
LOW 4.324
0.618 4.268
1.000 4.233
1.618 4.177
2.618 4.086
4.250 3.937
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 4.381 4.370
PP 4.375 4.354
S1 4.370 4.338

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

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