NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 4.458 4.418 -0.040 -0.9% 4.360
High 4.502 4.442 -0.060 -1.3% 4.558
Low 4.414 4.384 -0.030 -0.7% 4.336
Close 4.474 4.400 -0.074 -1.7% 4.495
Range 0.088 0.058 -0.030 -34.1% 0.222
ATR 0.095 0.095 0.000 -0.4% 0.000
Volume 5,763 6,622 859 14.9% 37,414
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.583 4.549 4.432
R3 4.525 4.491 4.416
R2 4.467 4.467 4.411
R1 4.433 4.433 4.405 4.421
PP 4.409 4.409 4.409 4.403
S1 4.375 4.375 4.395 4.363
S2 4.351 4.351 4.389
S3 4.293 4.317 4.384
S4 4.235 4.259 4.368
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.129 5.034 4.617
R3 4.907 4.812 4.556
R2 4.685 4.685 4.536
R1 4.590 4.590 4.515 4.638
PP 4.463 4.463 4.463 4.487
S1 4.368 4.368 4.475 4.416
S2 4.241 4.241 4.454
S3 4.019 4.146 4.434
S4 3.797 3.924 4.373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.558 4.384 0.174 4.0% 0.085 1.9% 9% False True 6,732
10 4.558 4.336 0.222 5.0% 0.096 2.2% 29% False False 6,935
20 4.896 4.336 0.560 12.7% 0.091 2.1% 11% False False 5,585
40 4.912 4.336 0.576 13.1% 0.094 2.1% 11% False False 5,107
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.028
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4.689
2.618 4.594
1.618 4.536
1.000 4.500
0.618 4.478
HIGH 4.442
0.618 4.420
0.500 4.413
0.382 4.406
LOW 4.384
0.618 4.348
1.000 4.326
1.618 4.290
2.618 4.232
4.250 4.138
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 4.413 4.470
PP 4.409 4.447
S1 4.404 4.423

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

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