NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 4.232 4.100 -0.132 -3.1% 4.268
High 4.244 4.141 -0.103 -2.4% 4.340
Low 4.062 4.053 -0.009 -0.2% 4.053
Close 4.090 4.113 0.023 0.6% 4.113
Range 0.182 0.088 -0.094 -51.6% 0.287
ATR 0.114 0.112 -0.002 -1.6% 0.000
Volume 40,963 72,336 31,373 76.6% 199,048
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.366 4.328 4.161
R3 4.278 4.240 4.137
R2 4.190 4.190 4.129
R1 4.152 4.152 4.121 4.171
PP 4.102 4.102 4.102 4.112
S1 4.064 4.064 4.105 4.083
S2 4.014 4.014 4.097
S3 3.926 3.976 4.089
S4 3.838 3.888 4.065
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.030 4.858 4.271
R3 4.743 4.571 4.192
R2 4.456 4.456 4.166
R1 4.284 4.284 4.139 4.227
PP 4.169 4.169 4.169 4.140
S1 3.997 3.997 4.087 3.940
S2 3.882 3.882 4.060
S3 3.595 3.710 4.034
S4 3.308 3.423 3.955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.340 4.053 0.287 7.0% 0.103 2.5% 21% False True 39,809
10 4.540 4.053 0.487 11.8% 0.098 2.4% 12% False True 30,245
20 4.697 4.053 0.644 15.7% 0.112 2.7% 9% False True 26,641
40 4.993 4.053 0.940 22.9% 0.113 2.8% 6% False True 21,636
60 5.106 4.053 1.053 25.6% 0.115 2.8% 6% False True 18,801
80 5.106 4.053 1.053 25.6% 0.114 2.8% 6% False True 16,683
100 5.106 4.053 1.053 25.6% 0.112 2.7% 6% False True 14,715
120 5.106 4.053 1.053 25.6% 0.110 2.7% 6% False True 12,947
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.515
2.618 4.371
1.618 4.283
1.000 4.229
0.618 4.195
HIGH 4.141
0.618 4.107
0.500 4.097
0.382 4.087
LOW 4.053
0.618 3.999
1.000 3.965
1.618 3.911
2.618 3.823
4.250 3.679
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 4.108 4.172
PP 4.102 4.152
S1 4.097 4.133

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

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