NYMEX Natural Gas Future October 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 4.025 4.018 -0.007 -0.2% 4.161
High 4.096 4.159 0.063 1.5% 4.228
Low 3.998 3.960 -0.038 -1.0% 3.911
Close 4.024 4.127 0.103 2.6% 3.962
Range 0.098 0.199 0.101 103.1% 0.317
ATR 0.121 0.126 0.006 4.6% 0.000
Volume 88,278 77,433 -10,845 -12.3% 223,660
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.679 4.602 4.236
R3 4.480 4.403 4.182
R2 4.281 4.281 4.163
R1 4.204 4.204 4.145 4.243
PP 4.082 4.082 4.082 4.101
S1 4.005 4.005 4.109 4.044
S2 3.883 3.883 4.091
S3 3.684 3.806 4.072
S4 3.485 3.607 4.018
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 4.159 3.876 0.283 6.9% 0.129 3.1% 89% True False 84,422
10 4.246 3.876 0.370 9.0% 0.121 2.9% 68% False False 59,894
20 4.600 3.876 0.724 17.5% 0.121 2.9% 35% False False 47,493
40 4.687 3.876 0.811 19.7% 0.125 3.0% 31% False False 39,137
60 5.010 3.876 1.134 27.5% 0.131 3.2% 22% False False 36,268
80 5.010 3.876 1.134 27.5% 0.129 3.1% 22% False False 32,730
100 5.010 3.876 1.134 27.5% 0.128 3.1% 22% False False 30,492
120 5.010 3.876 1.134 27.5% 0.128 3.1% 22% False False 28,030
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 5.005
2.618 4.680
1.618 4.481
1.000 4.358
0.618 4.282
HIGH 4.159
0.618 4.083
0.500 4.060
0.382 4.036
LOW 3.960
0.618 3.837
1.000 3.761
1.618 3.638
2.618 3.439
4.250 3.114
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 4.105 4.096
PP 4.082 4.064
S1 4.060 4.033

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

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