NYMEX Natural Gas Future September 2011


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 4.009 3.998 -0.011 -0.3% 4.135
High 4.080 4.143 0.063 1.5% 4.230
Low 3.980 3.940 -0.040 -1.0% 3.901
Close 4.003 3.990 -0.013 -0.3% 3.941
Range 0.100 0.203 0.103 103.0% 0.329
ATR 0.124 0.130 0.006 4.5% 0.000
Volume 124,327 142,748 18,421 14.8% 486,779
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.633 4.515 4.102
R3 4.430 4.312 4.046
R2 4.227 4.227 4.027
R1 4.109 4.109 4.009 4.067
PP 4.024 4.024 4.024 4.003
S1 3.906 3.906 3.971 3.864
S2 3.821 3.821 3.953
S3 3.618 3.703 3.934
S4 3.415 3.500 3.878
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.011 4.805 4.122
R3 4.682 4.476 4.031
R2 4.353 4.353 4.001
R1 4.147 4.147 3.971 4.086
PP 4.024 4.024 4.024 3.993
S1 3.818 3.818 3.911 3.757
S2 3.695 3.695 3.881
S3 3.366 3.489 3.851
S4 3.037 3.160 3.760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.143 3.855 0.288 7.2% 0.130 3.3% 47% True False 118,829
10 4.234 3.855 0.379 9.5% 0.123 3.1% 36% False False 107,079
20 4.586 3.855 0.731 18.3% 0.126 3.1% 18% False False 87,181
40 4.652 3.855 0.797 20.0% 0.130 3.3% 17% False False 61,073
60 5.011 3.855 1.156 29.0% 0.134 3.4% 12% False False 52,874
80 5.011 3.855 1.156 29.0% 0.133 3.3% 12% False False 43,615
100 5.011 3.855 1.156 29.0% 0.131 3.3% 12% False False 37,314
120 5.011 3.855 1.156 29.0% 0.130 3.2% 12% False False 32,548
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 0.033
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.006
2.618 4.674
1.618 4.471
1.000 4.346
0.618 4.268
HIGH 4.143
0.618 4.065
0.500 4.042
0.382 4.018
LOW 3.940
0.618 3.815
1.000 3.737
1.618 3.612
2.618 3.409
4.250 3.077
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 4.042 4.016
PP 4.024 4.007
S1 4.007 3.999

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

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