NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 4.038 4.051 0.013 0.3% 4.043
High 4.137 4.118 -0.019 -0.5% 4.243
Low 4.004 4.020 0.016 0.4% 3.903
Close 4.045 4.068 0.023 0.6% 3.990
Range 0.133 0.098 -0.035 -26.3% 0.340
ATR 0.125 0.123 -0.002 -1.6% 0.000
Volume 48,221 52,074 3,853 8.0% 177,809
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.363 4.313 4.122
R3 4.265 4.215 4.095
R2 4.167 4.167 4.086
R1 4.117 4.117 4.077 4.142
PP 4.069 4.069 4.069 4.081
S1 4.019 4.019 4.059 4.044
S2 3.971 3.971 4.050
S3 3.873 3.921 4.041
S4 3.775 3.823 4.014
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% 0.136 3.4% 38% False False 44,212
10 4.243 3.903 0.340 8.4% 0.131 3.2% 49% False False 39,276
20 4.306 3.903 0.403 9.9% 0.122 3.0% 41% False False 40,682
40 4.697 3.903 0.794 19.5% 0.117 2.9% 21% False False 38,217
60 4.817 3.903 0.914 22.5% 0.116 2.9% 18% False False 31,137
80 5.106 3.903 1.203 29.6% 0.117 2.9% 14% False False 26,996
100 5.106 3.903 1.203 29.6% 0.116 2.9% 14% False False 23,745
120 5.106 3.903 1.203 29.6% 0.114 2.8% 14% False False 21,031
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 4.535
2.618 4.375
1.618 4.277
1.000 4.216
0.618 4.179
HIGH 4.118
0.618 4.081
0.500 4.069
0.382 4.057
LOW 4.020
0.618 3.959
1.000 3.922
1.618 3.861
2.618 3.763
4.250 3.604
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 4.069 4.061
PP 4.069 4.055
S1 4.068 4.048

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

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