NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 4.189 4.175 -0.014 -0.3% 4.268
High 4.243 4.306 0.063 1.5% 4.340
Low 4.144 4.117 -0.027 -0.7% 4.053
Close 4.181 4.279 0.098 2.3% 4.113
Range 0.099 0.189 0.090 90.9% 0.287
ATR 0.112 0.118 0.005 4.9% 0.000
Volume 84,700 74,072 -10,628 -12.5% 199,048
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.801 4.729 4.383
R3 4.612 4.540 4.331
R2 4.423 4.423 4.314
R1 4.351 4.351 4.296 4.387
PP 4.234 4.234 4.234 4.252
S1 4.162 4.162 4.262 4.198
S2 4.045 4.045 4.244
S3 3.856 3.973 4.227
S4 3.667 3.784 4.175
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 4.306 4.031 0.275 6.4% 0.124 2.9% 90% True False 79,700
10 4.354 4.031 0.323 7.5% 0.114 2.7% 77% False False 55,358
20 4.697 4.031 0.666 15.6% 0.114 2.7% 37% False False 38,188
40 4.801 4.031 0.770 18.0% 0.116 2.7% 32% False False 27,893
60 5.106 4.031 1.075 25.1% 0.116 2.7% 23% False False 23,562
80 5.106 4.031 1.075 25.1% 0.115 2.7% 23% False False 20,403
100 5.106 4.031 1.075 25.1% 0.113 2.7% 23% False False 17,781
120 5.106 4.031 1.075 25.1% 0.112 2.6% 23% False False 15,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.109
2.618 4.801
1.618 4.612
1.000 4.495
0.618 4.423
HIGH 4.306
0.618 4.234
0.500 4.212
0.382 4.189
LOW 4.117
0.618 4.000
1.000 3.928
1.618 3.811
2.618 3.622
4.250 3.314
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 4.257 4.249
PP 4.234 4.220
S1 4.212 4.190

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

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