NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 4.094 4.090 -0.004 -0.1% 4.086
High 4.129 4.129 0.000 0.0% 4.306
Low 4.045 3.992 -0.053 -1.3% 4.031
Close 4.084 4.038 -0.046 -1.1% 4.219
Range 0.084 0.137 0.053 63.1% 0.275
ATR 0.114 0.115 0.002 1.5% 0.000
Volume 44,298 32,253 -12,045 -27.2% 403,925
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.464 4.388 4.113
R3 4.327 4.251 4.076
R2 4.190 4.190 4.063
R1 4.114 4.114 4.051 4.084
PP 4.053 4.053 4.053 4.038
S1 3.977 3.977 4.025 3.947
S2 3.916 3.916 4.013
S3 3.779 3.840 4.000
S4 3.642 3.703 3.963
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 3.992 0.314 7.8% 0.108 2.7% 15% False True 43,220
10 4.306 3.992 0.314 7.8% 0.116 2.9% 15% False True 61,460
20 4.556 3.992 0.564 14.0% 0.107 2.7% 8% False True 43,314
40 4.697 3.992 0.705 17.5% 0.116 2.9% 7% False True 31,908
60 5.106 3.992 1.114 27.6% 0.115 2.9% 4% False True 26,598
80 5.106 3.992 1.114 27.6% 0.117 2.9% 4% False True 22,661
100 5.106 3.992 1.114 27.6% 0.113 2.8% 4% False True 19,567
120 5.106 3.992 1.114 27.6% 0.112 2.8% 4% False True 17,243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 4.711
2.618 4.488
1.618 4.351
1.000 4.266
0.618 4.214
HIGH 4.129
0.618 4.077
0.500 4.061
0.382 4.044
LOW 3.992
0.618 3.907
1.000 3.855
1.618 3.770
2.618 3.633
4.250 3.410
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 4.061 4.097
PP 4.053 4.077
S1 4.046 4.058

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

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