NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 4.366 4.369 0.003 0.1% 4.360
High 4.421 4.425 0.004 0.1% 4.558
Low 4.359 4.300 -0.059 -1.4% 4.336
Close 4.389 4.349 -0.040 -0.9% 4.495
Range 0.062 0.125 0.063 101.6% 0.222
ATR 0.092 0.095 0.002 2.5% 0.000
Volume 12,377 7,008 -5,369 -43.4% 37,414
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.733 4.666 4.418
R3 4.608 4.541 4.383
R2 4.483 4.483 4.372
R1 4.416 4.416 4.360 4.387
PP 4.358 4.358 4.358 4.344
S1 4.291 4.291 4.338 4.262
S2 4.233 4.233 4.326
S3 4.108 4.166 4.315
S4 3.983 4.041 4.280
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 4.556 4.300 0.256 5.9% 0.079 1.8% 19% False True 8,172
10 4.558 4.300 0.258 5.9% 0.091 2.1% 19% False True 7,925
20 4.780 4.300 0.480 11.0% 0.086 2.0% 10% False True 6,135
40 4.912 4.300 0.612 14.1% 0.094 2.2% 8% False True 5,420
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 0.032
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.956
2.618 4.752
1.618 4.627
1.000 4.550
0.618 4.502
HIGH 4.425
0.618 4.377
0.500 4.363
0.382 4.348
LOW 4.300
0.618 4.223
1.000 4.175
1.618 4.098
2.618 3.973
4.250 3.769
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 4.363 4.371
PP 4.358 4.364
S1 4.354 4.356

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

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