NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 4.086 4.111 0.025 0.6% 4.268
High 4.149 4.202 0.053 1.3% 4.340
Low 4.031 4.074 0.043 1.1% 4.053
Close 4.115 4.167 0.052 1.3% 4.113
Range 0.118 0.128 0.010 8.5% 0.287
ATR 0.112 0.113 0.001 1.0% 0.000
Volume 85,540 81,852 -3,688 -4.3% 199,048
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.532 4.477 4.237
R3 4.404 4.349 4.202
R2 4.276 4.276 4.190
R1 4.221 4.221 4.179 4.249
PP 4.148 4.148 4.148 4.161
S1 4.093 4.093 4.155 4.121
S2 4.020 4.020 4.144
S3 3.892 3.965 4.132
S4 3.764 3.837 4.097
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 4.291 4.031 0.260 6.2% 0.122 2.9% 52% False False 62,851
10 4.495 4.031 0.464 11.1% 0.104 2.5% 29% False False 43,516
20 4.697 4.031 0.666 16.0% 0.112 2.7% 20% False False 32,429
40 4.863 4.031 0.832 20.0% 0.113 2.7% 16% False False 24,758
60 5.106 4.031 1.075 25.8% 0.116 2.8% 13% False False 21,150
80 5.106 4.031 1.075 25.8% 0.114 2.7% 13% False False 18,625
100 5.106 4.031 1.075 25.8% 0.112 2.7% 13% False False 16,312
120 5.106 4.031 1.075 25.8% 0.111 2.7% 13% False False 14,304
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 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.746
2.618 4.537
1.618 4.409
1.000 4.330
0.618 4.281
HIGH 4.202
0.618 4.153
0.500 4.138
0.382 4.123
LOW 4.074
0.618 3.995
1.000 3.946
1.618 3.867
2.618 3.739
4.250 3.530
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 4.157 4.150
PP 4.148 4.133
S1 4.138 4.117

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

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