NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 4.498 4.500 0.002 0.0% 4.376
High 4.564 4.500 -0.064 -1.4% 4.564
Low 4.420 4.308 -0.112 -2.5% 4.255
Close 4.497 4.334 -0.163 -3.6% 4.334
Range 0.144 0.192 0.048 33.3% 0.309
ATR 0.111 0.117 0.006 5.2% 0.000
Volume 27,044 27,640 596 2.2% 113,937
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.957 4.837 4.440
R3 4.765 4.645 4.387
R2 4.573 4.573 4.369
R1 4.453 4.453 4.352 4.417
PP 4.381 4.381 4.381 4.363
S1 4.261 4.261 4.316 4.225
S2 4.189 4.189 4.299
S3 3.997 4.069 4.281
S4 3.805 3.877 4.228
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.311 5.132 4.504
R3 5.002 4.823 4.419
R2 4.693 4.693 4.391
R1 4.514 4.514 4.362 4.449
PP 4.384 4.384 4.384 4.352
S1 4.205 4.205 4.306 4.140
S2 4.075 4.075 4.277
S3 3.766 3.896 4.249
S4 3.457 3.587 4.164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.564 4.255 0.309 7.1% 0.146 3.4% 26% False False 22,787
10 4.564 4.255 0.309 7.1% 0.124 2.9% 26% False False 21,637
20 4.606 4.255 0.351 8.1% 0.113 2.6% 23% False False 22,762
40 4.962 4.255 0.707 16.3% 0.108 2.5% 11% False False 19,757
60 5.242 4.255 0.987 22.8% 0.107 2.5% 8% False False 17,782
80 5.356 4.255 1.101 25.4% 0.109 2.5% 7% False False 16,219
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 5.316
2.618 5.003
1.618 4.811
1.000 4.692
0.618 4.619
HIGH 4.500
0.618 4.427
0.500 4.404
0.382 4.381
LOW 4.308
0.618 4.189
1.000 4.116
1.618 3.997
2.618 3.805
4.250 3.492
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 4.404 4.436
PP 4.381 4.402
S1 4.357 4.368

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

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