NYMEX Natural Gas Future March 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 4.464 4.450 -0.014 -0.3% 4.569
High 4.511 4.558 0.047 1.0% 4.602
Low 4.443 4.410 -0.033 -0.7% 4.340
Close 4.467 4.545 0.078 1.7% 4.409
Range 0.068 0.148 0.080 117.6% 0.262
ATR 0.094 0.098 0.004 4.1% 0.000
Volume 5,597 6,589 992 17.7% 28,128
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.948 4.895 4.626
R3 4.800 4.747 4.586
R2 4.652 4.652 4.572
R1 4.599 4.599 4.559 4.626
PP 4.504 4.504 4.504 4.518
S1 4.451 4.451 4.531 4.478
S2 4.356 4.356 4.518
S3 4.208 4.303 4.504
S4 4.060 4.155 4.464
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.236 5.085 4.553
R3 4.974 4.823 4.481
R2 4.712 4.712 4.457
R1 4.561 4.561 4.433 4.506
PP 4.450 4.450 4.450 4.423
S1 4.299 4.299 4.385 4.244
S2 4.188 4.188 4.361
S3 3.926 4.037 4.337
S4 3.664 3.775 4.265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.558 4.336 0.222 4.9% 0.103 2.3% 94% True False 7,678
10 4.602 4.336 0.266 5.9% 0.093 2.0% 79% False False 6,208
20 4.912 4.336 0.576 12.7% 0.094 2.1% 36% False False 5,367
40 5.007 4.336 0.671 14.8% 0.096 2.1% 31% False False 4,963
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 0.022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.187
2.618 4.945
1.618 4.797
1.000 4.706
0.618 4.649
HIGH 4.558
0.618 4.501
0.500 4.484
0.382 4.467
LOW 4.410
0.618 4.319
1.000 4.262
1.618 4.171
2.618 4.023
4.250 3.781
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 4.525 4.518
PP 4.504 4.492
S1 4.484 4.465

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

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