NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 4.043 3.962 -0.081 -2.0% 4.036
High 4.054 4.035 -0.019 -0.5% 4.128
Low 3.952 3.903 -0.049 -1.2% 3.950
Close 3.955 4.024 0.069 1.7% 4.047
Range 0.102 0.132 0.030 29.4% 0.178
ATR 0.111 0.112 0.002 1.4% 0.000
Volume 31,635 27,636 -3,999 -12.6% 166,477
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.383 4.336 4.097
R3 4.251 4.204 4.060
R2 4.119 4.119 4.048
R1 4.072 4.072 4.036 4.096
PP 3.987 3.987 3.987 3.999
S1 3.940 3.940 4.012 3.964
S2 3.855 3.855 4.000
S3 3.723 3.808 3.988
S4 3.591 3.676 3.951
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.576 4.489 4.145
R3 4.398 4.311 4.096
R2 4.220 4.220 4.080
R1 4.133 4.133 4.063 4.177
PP 4.042 4.042 4.042 4.063
S1 3.955 3.955 4.031 3.999
S2 3.864 3.864 4.014
S3 3.686 3.777 3.998
S4 3.508 3.599 3.949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.105 3.903 0.202 5.0% 0.108 2.7% 60% False True 35,175
10 4.129 3.903 0.226 5.6% 0.106 2.6% 54% False True 34,111
20 4.306 3.903 0.403 10.0% 0.114 2.8% 30% False True 47,684
40 4.697 3.903 0.794 19.7% 0.114 2.8% 15% False True 36,072
60 5.106 3.903 1.203 29.9% 0.114 2.8% 10% False True 28,857
80 5.106 3.903 1.203 29.9% 0.114 2.8% 10% False True 24,641
100 5.106 3.903 1.203 29.9% 0.112 2.8% 10% False True 21,600
120 5.106 3.903 1.203 29.9% 0.113 2.8% 10% False True 19,074
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 0.031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.596
2.618 4.381
1.618 4.249
1.000 4.167
0.618 4.117
HIGH 4.035
0.618 3.985
0.500 3.969
0.382 3.953
LOW 3.903
0.618 3.821
1.000 3.771
1.618 3.689
2.618 3.557
4.250 3.342
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 4.006 4.013
PP 3.987 4.001
S1 3.969 3.990

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

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