NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 4.026 4.172 0.146 3.6% 4.036
High 4.181 4.243 0.062 1.5% 4.128
Low 3.980 4.088 0.108 2.7% 3.950
Close 4.173 4.170 -0.003 -0.1% 4.047
Range 0.201 0.155 -0.046 -22.9% 0.178
ATR 0.118 0.121 0.003 2.2% 0.000
Volume 37,841 47,457 9,616 25.4% 166,477
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.632 4.556 4.255
R3 4.477 4.401 4.213
R2 4.322 4.322 4.198
R1 4.246 4.246 4.184 4.207
PP 4.167 4.167 4.167 4.147
S1 4.091 4.091 4.156 4.052
S2 4.012 4.012 4.142
S3 3.857 3.936 4.127
S4 3.702 3.781 4.085
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 4.243 3.903 0.340 8.2% 0.134 3.2% 79% True False 38,295
10 4.243 3.903 0.340 8.2% 0.119 2.9% 79% True False 34,986
20 4.306 3.903 0.403 9.7% 0.118 2.8% 66% False False 48,223
40 4.697 3.903 0.794 19.0% 0.115 2.8% 34% False False 36,697
60 5.106 3.903 1.203 28.8% 0.118 2.8% 22% False False 29,635
80 5.106 3.903 1.203 28.8% 0.116 2.8% 22% False False 25,397
100 5.106 3.903 1.203 28.8% 0.114 2.7% 22% False False 22,320
120 5.106 3.903 1.203 28.8% 0.114 2.7% 22% False False 19,726
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.902
2.618 4.649
1.618 4.494
1.000 4.398
0.618 4.339
HIGH 4.243
0.618 4.184
0.500 4.166
0.382 4.147
LOW 4.088
0.618 3.992
1.000 3.933
1.618 3.837
2.618 3.682
4.250 3.429
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 4.169 4.138
PP 4.167 4.105
S1 4.166 4.073

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

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