NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 4.163 4.194 0.031 0.7% 4.086
High 4.215 4.201 -0.014 -0.3% 4.306
Low 4.118 4.075 -0.043 -1.0% 4.031
Close 4.184 4.090 -0.094 -2.2% 4.219
Range 0.097 0.126 0.029 29.9% 0.275
ATR 0.115 0.116 0.001 0.7% 0.000
Volume 28,830 32,959 4,129 14.3% 403,925
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.500 4.421 4.159
R3 4.374 4.295 4.125
R2 4.248 4.248 4.113
R1 4.169 4.169 4.102 4.146
PP 4.122 4.122 4.122 4.110
S1 4.043 4.043 4.078 4.020
S2 3.996 3.996 4.067
S3 3.870 3.917 4.055
S4 3.744 3.791 4.021
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 4.075 0.231 5.6% 0.121 3.0% 6% False True 59,664
10 4.306 4.031 0.275 6.7% 0.122 3.0% 21% False False 61,258
20 4.679 4.031 0.648 15.8% 0.114 2.8% 9% False False 41,127
40 4.697 4.031 0.666 16.3% 0.114 2.8% 9% False False 30,443
60 5.106 4.031 1.075 26.3% 0.116 2.8% 5% False False 25,550
80 5.106 4.031 1.075 26.3% 0.116 2.8% 5% False False 21,914
100 5.106 4.031 1.075 26.3% 0.114 2.8% 5% False False 18,990
120 5.106 4.031 1.075 26.3% 0.113 2.8% 5% False False 16,688
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 0.036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.737
2.618 4.531
1.618 4.405
1.000 4.327
0.618 4.279
HIGH 4.201
0.618 4.153
0.500 4.138
0.382 4.123
LOW 4.075
0.618 3.997
1.000 3.949
1.618 3.871
2.618 3.745
4.250 3.540
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 4.138 4.191
PP 4.122 4.157
S1 4.106 4.124

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

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