NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 4.060 4.050 -0.010 -0.2% 3.910
High 4.130 4.065 -0.065 -1.6% 4.130
Low 3.970 3.850 -0.120 -3.0% 3.780
Close 4.050 3.872 -0.178 -4.4% 3.872
Range 0.160 0.215 0.055 34.4% 0.350
ATR 0.127 0.133 0.006 5.0% 0.000
Volume 150,006 121,319 -28,687 -19.1% 585,388
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.574 4.438 3.990
R3 4.359 4.223 3.931
R2 4.144 4.144 3.911
R1 4.008 4.008 3.892 3.969
PP 3.929 3.929 3.929 3.909
S1 3.793 3.793 3.852 3.754
S2 3.714 3.714 3.833
S3 3.499 3.578 3.813
S4 3.284 3.363 3.754
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.977 4.775 4.065
R3 4.627 4.425 3.968
R2 4.277 4.277 3.936
R1 4.075 4.075 3.904 4.001
PP 3.927 3.927 3.927 3.891
S1 3.725 3.725 3.840 3.651
S2 3.577 3.577 3.808
S3 3.227 3.375 3.776
S4 2.877 3.025 3.680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.130 3.780 0.350 9.0% 0.163 4.2% 26% False False 117,077
10 4.130 3.780 0.350 9.0% 0.137 3.5% 26% False False 97,661
20 4.159 3.780 0.379 9.8% 0.129 3.3% 24% False False 85,175
40 4.600 3.780 0.820 21.2% 0.124 3.2% 11% False False 61,402
60 4.880 3.780 1.100 28.4% 0.125 3.2% 8% False False 51,069
80 5.010 3.780 1.230 31.8% 0.130 3.4% 7% False False 45,190
100 5.010 3.780 1.230 31.8% 0.129 3.3% 7% False False 40,713
120 5.010 3.780 1.230 31.8% 0.128 3.3% 7% False False 37,382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 4.979
2.618 4.628
1.618 4.413
1.000 4.280
0.618 4.198
HIGH 4.065
0.618 3.983
0.500 3.958
0.382 3.932
LOW 3.850
0.618 3.717
1.000 3.635
1.618 3.502
2.618 3.287
4.250 2.936
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 3.958 3.990
PP 3.929 3.951
S1 3.901 3.911

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

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