NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 4.371 4.308 -0.063 -1.4% 4.493
High 4.406 4.362 -0.044 -1.0% 4.536
Low 4.300 4.261 -0.039 -0.9% 4.331
Close 4.308 4.354 0.046 1.1% 4.412
Range 0.106 0.101 -0.005 -4.7% 0.205
ATR 0.098 0.098 0.000 0.2% 0.000
Volume 7,640 3,928 -3,712 -48.6% 36,747
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.629 4.592 4.410
R3 4.528 4.491 4.382
R2 4.427 4.427 4.373
R1 4.390 4.390 4.363 4.409
PP 4.326 4.326 4.326 4.335
S1 4.289 4.289 4.345 4.308
S2 4.225 4.225 4.335
S3 4.124 4.188 4.326
S4 4.023 4.087 4.298
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.041 4.932 4.525
R3 4.836 4.727 4.468
R2 4.631 4.631 4.450
R1 4.522 4.522 4.431 4.474
PP 4.426 4.426 4.426 4.403
S1 4.317 4.317 4.393 4.269
S2 4.221 4.221 4.374
S3 4.016 4.112 4.356
S4 3.811 3.907 4.299
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% 0.093 2.1% 53% False True 5,550
10 4.590 4.261 0.329 7.6% 0.087 2.0% 28% False True 6,311
20 4.636 4.261 0.375 8.6% 0.092 2.1% 25% False True 6,112
40 4.958 4.261 0.697 16.0% 0.097 2.2% 13% False True 4,372
60 5.330 4.261 1.069 24.6% 0.099 2.3% 9% False True 3,542
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 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.791
2.618 4.626
1.618 4.525
1.000 4.463
0.618 4.424
HIGH 4.362
0.618 4.323
0.500 4.312
0.382 4.300
LOW 4.261
0.618 4.199
1.000 4.160
1.618 4.098
2.618 3.997
4.250 3.832
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 4.340 4.352
PP 4.326 4.349
S1 4.312 4.347

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

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