NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 4.471 4.483 0.012 0.3% 4.588
High 4.541 4.599 0.058 1.3% 4.636
Low 4.461 4.451 -0.010 -0.2% 4.365
Close 4.497 4.584 0.087 1.9% 4.435
Range 0.080 0.148 0.068 85.0% 0.271
ATR 0.099 0.102 0.004 3.5% 0.000
Volume 4,573 6,718 2,145 46.9% 26,306
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.989 4.934 4.665
R3 4.841 4.786 4.625
R2 4.693 4.693 4.611
R1 4.638 4.638 4.598 4.666
PP 4.545 4.545 4.545 4.558
S1 4.490 4.490 4.570 4.518
S2 4.397 4.397 4.557
S3 4.249 4.342 4.543
S4 4.101 4.194 4.503
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.292 5.134 4.584
R3 5.021 4.863 4.510
R2 4.750 4.750 4.485
R1 4.592 4.592 4.460 4.536
PP 4.479 4.479 4.479 4.450
S1 4.321 4.321 4.410 4.265
S2 4.208 4.208 4.385
S3 3.937 4.050 4.360
S4 3.666 3.779 4.286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.599 4.363 0.236 5.1% 0.108 2.3% 94% True False 6,864
10 4.636 4.363 0.273 6.0% 0.097 2.1% 81% False False 5,914
20 4.958 4.363 0.595 13.0% 0.097 2.1% 37% False False 4,298
40 5.064 4.363 0.701 15.3% 0.099 2.2% 32% False False 3,200
60 5.330 4.363 0.967 21.1% 0.101 2.2% 23% False False 2,728
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.228
2.618 4.986
1.618 4.838
1.000 4.747
0.618 4.690
HIGH 4.599
0.618 4.542
0.500 4.525
0.382 4.508
LOW 4.451
0.618 4.360
1.000 4.303
1.618 4.212
2.618 4.064
4.250 3.822
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 4.564 4.556
PP 4.545 4.527
S1 4.525 4.499

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

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