NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 3.989 4.038 0.049 1.2% 4.043
High 4.055 4.137 0.082 2.0% 4.243
Low 3.959 4.004 0.045 1.1% 3.903
Close 4.043 4.045 0.002 0.0% 3.990
Range 0.096 0.133 0.037 38.5% 0.340
ATR 0.125 0.125 0.001 0.5% 0.000
Volume 40,069 48,221 8,152 20.3% 177,809
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.461 4.386 4.118
R3 4.328 4.253 4.082
R2 4.195 4.195 4.069
R1 4.120 4.120 4.057 4.158
PP 4.062 4.062 4.062 4.081
S1 3.987 3.987 4.033 4.025
S2 3.929 3.929 4.021
S3 3.796 3.854 4.008
S4 3.663 3.721 3.972
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 3.959 0.284 7.0% 0.157 3.9% 30% False False 41,365
10 4.243 3.903 0.340 8.4% 0.133 3.3% 42% False False 38,270
20 4.306 3.903 0.403 10.0% 0.123 3.0% 35% False False 42,313
40 4.697 3.903 0.794 19.6% 0.117 2.9% 18% False False 37,371
60 4.863 3.903 0.960 23.7% 0.116 2.9% 15% False False 30,609
80 5.106 3.903 1.203 29.7% 0.117 2.9% 12% False False 26,441
100 5.106 3.903 1.203 29.7% 0.116 2.9% 12% False False 23,362
120 5.106 3.903 1.203 29.7% 0.114 2.8% 12% False False 20,645
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 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.702
2.618 4.485
1.618 4.352
1.000 4.270
0.618 4.219
HIGH 4.137
0.618 4.086
0.500 4.071
0.382 4.055
LOW 4.004
0.618 3.922
1.000 3.871
1.618 3.789
2.618 3.656
4.250 3.439
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 4.071 4.063
PP 4.062 4.057
S1 4.054 4.051

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

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