NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 4.111 4.189 0.078 1.9% 4.268
High 4.202 4.243 0.041 1.0% 4.340
Low 4.074 4.144 0.070 1.7% 4.053
Close 4.167 4.181 0.014 0.3% 4.113
Range 0.128 0.099 -0.029 -22.7% 0.287
ATR 0.113 0.112 -0.001 -0.9% 0.000
Volume 81,852 84,700 2,848 3.5% 199,048
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.486 4.433 4.235
R3 4.387 4.334 4.208
R2 4.288 4.288 4.199
R1 4.235 4.235 4.190 4.212
PP 4.189 4.189 4.189 4.178
S1 4.136 4.136 4.172 4.113
S2 4.090 4.090 4.163
S3 3.991 4.037 4.154
S4 3.892 3.938 4.127
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 4.244 4.031 0.213 5.1% 0.123 2.9% 70% False False 73,078
10 4.460 4.031 0.429 10.3% 0.107 2.6% 35% False False 50,081
20 4.697 4.031 0.666 15.9% 0.112 2.7% 23% False False 35,753
40 4.817 4.031 0.786 18.8% 0.113 2.7% 19% False False 26,364
60 5.106 4.031 1.075 25.7% 0.115 2.8% 14% False False 22,434
80 5.106 4.031 1.075 25.7% 0.114 2.7% 14% False False 19,511
100 5.106 4.031 1.075 25.7% 0.112 2.7% 14% False False 17,101
120 5.106 4.031 1.075 25.7% 0.111 2.7% 14% False False 14,993
Crabel Price Patterns
NR True
NR4 False
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.664
2.618 4.502
1.618 4.403
1.000 4.342
0.618 4.304
HIGH 4.243
0.618 4.205
0.500 4.194
0.382 4.182
LOW 4.144
0.618 4.083
1.000 4.045
1.618 3.984
2.618 3.885
4.250 3.723
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 4.194 4.166
PP 4.189 4.152
S1 4.185 4.137

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

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