NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 4.120 4.034 -0.086 -2.1% 3.933
High 4.157 4.073 -0.084 -2.0% 4.159
Low 4.064 3.965 -0.099 -2.4% 3.876
Close 4.071 4.039 -0.032 -0.8% 4.071
Range 0.093 0.108 0.015 16.1% 0.283
ATR 0.124 0.123 -0.001 -0.9% 0.000
Volume 72,941 40,233 -32,708 -44.8% 409,675
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.350 4.302 4.098
R3 4.242 4.194 4.069
R2 4.134 4.134 4.059
R1 4.086 4.086 4.049 4.110
PP 4.026 4.026 4.026 4.038
S1 3.978 3.978 4.029 4.002
S2 3.918 3.918 4.019
S3 3.810 3.870 4.009
S4 3.702 3.762 3.980
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.884 4.761 4.227
R3 4.601 4.478 4.149
R2 4.318 4.318 4.123
R1 4.195 4.195 4.097 4.257
PP 4.035 4.035 4.035 4.066
S1 3.912 3.912 4.045 3.974
S2 3.752 3.752 4.019
S3 3.469 3.629 3.993
S4 3.186 3.346 3.915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.159 3.907 0.252 6.2% 0.130 3.2% 52% False False 73,169
10 4.228 3.876 0.352 8.7% 0.125 3.1% 46% False False 64,415
20 4.584 3.876 0.708 17.5% 0.117 2.9% 23% False False 48,328
40 4.600 3.876 0.724 17.9% 0.123 3.0% 23% False False 40,555
60 5.010 3.876 1.134 28.1% 0.132 3.3% 14% False False 37,647
80 5.010 3.876 1.134 28.1% 0.129 3.2% 14% False False 33,739
100 5.010 3.876 1.134 28.1% 0.129 3.2% 14% False False 31,271
120 5.010 3.876 1.134 28.1% 0.127 3.2% 14% False False 28,840
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 2 trading days
Fibonacci Retracements and Extensions
4.250 4.532
2.618 4.356
1.618 4.248
1.000 4.181
0.618 4.140
HIGH 4.073
0.618 4.032
0.500 4.019
0.382 4.006
LOW 3.965
0.618 3.898
1.000 3.857
1.618 3.790
2.618 3.682
4.250 3.506
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 4.032 4.060
PP 4.026 4.053
S1 4.019 4.046

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

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