NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 4.276 4.163 -0.113 -2.6% 4.086
High 4.306 4.215 -0.091 -2.1% 4.306
Low 4.211 4.118 -0.093 -2.2% 4.031
Close 4.219 4.184 -0.035 -0.8% 4.219
Range 0.095 0.097 0.002 2.1% 0.275
ATR 0.116 0.115 -0.001 -0.9% 0.000
Volume 77,761 28,830 -48,931 -62.9% 403,925
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.463 4.421 4.237
R3 4.366 4.324 4.211
R2 4.269 4.269 4.202
R1 4.227 4.227 4.193 4.248
PP 4.172 4.172 4.172 4.183
S1 4.130 4.130 4.175 4.151
S2 4.075 4.075 4.166
S3 3.978 4.033 4.157
S4 3.881 3.936 4.131
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.010 4.890 4.370
R3 4.735 4.615 4.295
R2 4.460 4.460 4.269
R1 4.340 4.340 4.244 4.400
PP 4.185 4.185 4.185 4.216
S1 4.065 4.065 4.194 4.125
S2 3.910 3.910 4.169
S3 3.635 3.790 4.143
S4 3.360 3.515 4.068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.306 4.074 0.232 5.5% 0.122 2.9% 47% False False 69,443
10 4.340 4.031 0.309 7.4% 0.118 2.8% 50% False False 60,694
20 4.679 4.031 0.648 15.5% 0.110 2.6% 24% False False 40,605
40 4.697 4.031 0.666 15.9% 0.113 2.7% 23% False False 29,931
60 5.106 4.031 1.075 25.7% 0.117 2.8% 14% False False 25,140
80 5.106 4.031 1.075 25.7% 0.115 2.8% 14% False False 21,582
100 5.106 4.031 1.075 25.7% 0.114 2.7% 14% False False 18,754
120 5.106 4.031 1.075 25.7% 0.112 2.7% 14% False False 16,438
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 0.039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.627
2.618 4.469
1.618 4.372
1.000 4.312
0.618 4.275
HIGH 4.215
0.618 4.178
0.500 4.167
0.382 4.155
LOW 4.118
0.618 4.058
1.000 4.021
1.618 3.961
2.618 3.864
4.250 3.706
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 4.178 4.212
PP 4.172 4.202
S1 4.167 4.193

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

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