NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 4.172 4.162 -0.010 -0.2% 4.043
High 4.243 4.166 -0.077 -1.8% 4.243
Low 4.088 3.966 -0.122 -3.0% 3.903
Close 4.170 3.990 -0.180 -4.3% 3.990
Range 0.155 0.200 0.045 29.0% 0.340
ATR 0.121 0.127 0.006 4.9% 0.000
Volume 47,457 33,240 -14,217 -30.0% 177,809
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.641 4.515 4.100
R3 4.441 4.315 4.045
R2 4.241 4.241 4.027
R1 4.115 4.115 4.008 4.078
PP 4.041 4.041 4.041 4.022
S1 3.915 3.915 3.972 3.878
S2 3.841 3.841 3.953
S3 3.641 3.715 3.935
S4 3.441 3.515 3.880
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.065 4.868 4.177
R3 4.725 4.528 4.084
R2 4.385 4.385 4.052
R1 4.188 4.188 4.021 4.117
PP 4.045 4.045 4.045 4.010
S1 3.848 3.848 3.959 3.777
S2 3.705 3.705 3.928
S3 3.365 3.508 3.897
S4 3.025 3.168 3.803
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 8.5% 0.158 4.0% 26% False False 35,561
10 4.243 3.903 0.340 8.5% 0.133 3.3% 26% False False 34,428
20 4.306 3.903 0.403 10.1% 0.123 3.1% 22% False False 46,268
40 4.697 3.903 0.794 19.9% 0.118 3.0% 11% False False 36,454
60 4.993 3.903 1.090 27.3% 0.117 2.9% 8% False False 29,846
80 5.106 3.903 1.203 30.2% 0.117 2.9% 7% False False 25,668
100 5.106 3.903 1.203 30.2% 0.116 2.9% 7% False False 22,600
120 5.106 3.903 1.203 30.2% 0.114 2.9% 7% False False 19,974
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 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.016
2.618 4.690
1.618 4.490
1.000 4.366
0.618 4.290
HIGH 4.166
0.618 4.090
0.500 4.066
0.382 4.042
LOW 3.966
0.618 3.842
1.000 3.766
1.618 3.642
2.618 3.442
4.250 3.116
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 4.066 4.105
PP 4.041 4.066
S1 4.015 4.028

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

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