NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 3.965 3.933 -0.032 -0.8% 4.161
High 3.995 3.988 -0.007 -0.2% 4.228
Low 3.911 3.876 -0.035 -0.9% 3.911
Close 3.962 3.957 -0.005 -0.1% 3.962
Range 0.084 0.112 0.028 33.3% 0.317
ATR 0.121 0.120 -0.001 -0.5% 0.000
Volume 85,376 84,061 -1,315 -1.5% 223,660
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.276 4.229 4.019
R3 4.164 4.117 3.988
R2 4.052 4.052 3.978
R1 4.005 4.005 3.967 4.029
PP 3.940 3.940 3.940 3.952
S1 3.893 3.893 3.947 3.917
S2 3.828 3.828 3.936
S3 3.716 3.781 3.926
S4 3.604 3.669 3.895
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.985 4.790 4.136
R3 4.668 4.473 4.049
R2 4.351 4.351 4.020
R1 4.156 4.156 3.991 4.095
PP 4.034 4.034 4.034 4.003
S1 3.839 3.839 3.933 3.778
S2 3.717 3.717 3.904
S3 3.400 3.522 3.875
S4 3.083 3.205 3.788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.228 3.876 0.352 8.9% 0.119 3.0% 23% False True 55,662
10 4.391 3.876 0.515 13.0% 0.105 2.6% 16% False True 41,932
20 4.600 3.876 0.724 18.3% 0.118 3.0% 11% False True 40,130
40 4.880 3.876 1.004 25.4% 0.123 3.1% 8% False True 34,863
60 5.010 3.876 1.134 28.7% 0.130 3.3% 7% False True 32,897
80 5.010 3.876 1.134 28.7% 0.129 3.3% 7% False True 30,438
100 5.010 3.876 1.134 28.7% 0.128 3.2% 7% False True 28,489
120 5.010 3.876 1.134 28.7% 0.126 3.2% 7% False True 26,234
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.464
2.618 4.281
1.618 4.169
1.000 4.100
0.618 4.057
HIGH 3.988
0.618 3.945
0.500 3.932
0.382 3.919
LOW 3.876
0.618 3.807
1.000 3.764
1.618 3.695
2.618 3.583
4.250 3.400
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 3.949 4.001
PP 3.940 3.986
S1 3.932 3.972

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

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