NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 3.962 4.026 0.064 1.6% 4.036
High 4.035 4.181 0.146 3.6% 4.128
Low 3.903 3.980 0.077 2.0% 3.950
Close 4.024 4.173 0.149 3.7% 4.047
Range 0.132 0.201 0.069 52.3% 0.178
ATR 0.112 0.118 0.006 5.7% 0.000
Volume 27,636 37,841 10,205 36.9% 166,477
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.714 4.645 4.284
R3 4.513 4.444 4.228
R2 4.312 4.312 4.210
R1 4.243 4.243 4.191 4.278
PP 4.111 4.111 4.111 4.129
S1 4.042 4.042 4.155 4.077
S2 3.910 3.910 4.136
S3 3.709 3.841 4.118
S4 3.508 3.640 4.062
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 4.181 3.903 0.278 6.7% 0.125 3.0% 97% True False 34,340
10 4.181 3.903 0.278 6.7% 0.118 2.8% 97% True False 33,466
20 4.306 3.903 0.403 9.7% 0.119 2.9% 67% False False 47,898
40 4.697 3.903 0.794 19.0% 0.115 2.8% 34% False False 36,241
60 5.106 3.903 1.203 28.8% 0.116 2.8% 22% False False 29,191
80 5.106 3.903 1.203 28.8% 0.115 2.8% 22% False False 24,977
100 5.106 3.903 1.203 28.8% 0.114 2.7% 22% False False 21,893
120 5.106 3.903 1.203 28.8% 0.114 2.7% 22% False False 19,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 5.035
2.618 4.707
1.618 4.506
1.000 4.382
0.618 4.305
HIGH 4.181
0.618 4.104
0.500 4.081
0.382 4.057
LOW 3.980
0.618 3.856
1.000 3.779
1.618 3.655
2.618 3.454
4.250 3.126
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 4.142 4.129
PP 4.111 4.086
S1 4.081 4.042

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

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