NYMEX Natural Gas Future September 2011


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 4.012 4.038 0.026 0.6% 3.911
High 4.062 4.042 -0.020 -0.5% 4.143
Low 3.950 3.903 -0.047 -1.2% 3.855
Close 4.024 3.932 -0.092 -2.3% 4.060
Range 0.112 0.139 0.027 24.1% 0.288
ATR 0.130 0.130 0.001 0.5% 0.000
Volume 97,695 128,762 31,067 31.8% 582,764
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.376 4.293 4.008
R3 4.237 4.154 3.970
R2 4.098 4.098 3.957
R1 4.015 4.015 3.945 3.987
PP 3.959 3.959 3.959 3.945
S1 3.876 3.876 3.919 3.848
S2 3.820 3.820 3.907
S3 3.681 3.737 3.894
S4 3.542 3.598 3.856
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.883 4.760 4.218
R3 4.595 4.472 4.139
R2 4.307 4.307 4.113
R1 4.184 4.184 4.086 4.246
PP 4.019 4.019 4.019 4.050
S1 3.896 3.896 4.034 3.958
S2 3.731 3.731 4.007
S3 3.443 3.608 3.981
S4 3.155 3.320 3.902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.143 3.903 0.240 6.1% 0.128 3.3% 12% False True 113,503
10 4.180 3.855 0.325 8.3% 0.131 3.3% 24% False False 115,753
20 4.573 3.855 0.718 18.3% 0.124 3.2% 11% False False 93,456
40 4.586 3.855 0.731 18.6% 0.126 3.2% 11% False False 66,571
60 5.011 3.855 1.156 29.4% 0.134 3.4% 7% False False 57,244
80 5.011 3.855 1.156 29.4% 0.133 3.4% 7% False False 47,036
100 5.011 3.855 1.156 29.4% 0.131 3.3% 7% False False 40,009
120 5.011 3.855 1.156 29.4% 0.129 3.3% 7% False False 34,966
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.633
2.618 4.406
1.618 4.267
1.000 4.181
0.618 4.128
HIGH 4.042
0.618 3.989
0.500 3.973
0.382 3.956
LOW 3.903
0.618 3.817
1.000 3.764
1.618 3.678
2.618 3.539
4.250 3.312
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 3.973 4.022
PP 3.959 3.992
S1 3.946 3.962

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

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