NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 4.071 3.979 -0.092 -2.3% 3.989
High 4.073 4.008 -0.065 -1.6% 4.137
Low 3.977 3.916 -0.061 -1.5% 3.959
Close 3.998 3.966 -0.032 -0.8% 3.998
Range 0.096 0.092 -0.004 -4.2% 0.178
ATR 0.121 0.119 -0.002 -1.7% 0.000
Volume 39,103 46,909 7,806 20.0% 179,467
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.239 4.195 4.017
R3 4.147 4.103 3.991
R2 4.055 4.055 3.983
R1 4.011 4.011 3.974 3.987
PP 3.963 3.963 3.963 3.952
S1 3.919 3.919 3.958 3.895
S2 3.871 3.871 3.949
S3 3.779 3.827 3.941
S4 3.687 3.735 3.915
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.565 4.460 4.096
R3 4.387 4.282 4.047
R2 4.209 4.209 4.031
R1 4.104 4.104 4.014 4.157
PP 4.031 4.031 4.031 4.058
S1 3.926 3.926 3.982 3.979
S2 3.853 3.853 3.965
S3 3.675 3.748 3.949
S4 3.497 3.570 3.900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.137 3.916 0.221 5.6% 0.103 2.6% 23% False True 45,275
10 4.243 3.903 0.340 8.6% 0.131 3.3% 19% False False 40,418
20 4.243 3.903 0.340 8.6% 0.118 3.0% 19% False False 37,391
40 4.697 3.903 0.794 20.0% 0.114 2.9% 8% False False 38,964
60 4.697 3.903 0.794 20.0% 0.115 2.9% 8% False False 32,174
80 5.106 3.903 1.203 30.3% 0.117 2.9% 5% False False 27,889
100 5.106 3.903 1.203 30.3% 0.115 2.9% 5% False False 24,513
120 5.106 3.903 1.203 30.3% 0.114 2.9% 5% False False 21,665
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.032
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.399
2.618 4.249
1.618 4.157
1.000 4.100
0.618 4.065
HIGH 4.008
0.618 3.973
0.500 3.962
0.382 3.951
LOW 3.916
0.618 3.859
1.000 3.824
1.618 3.767
2.618 3.675
4.250 3.525
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 3.965 4.017
PP 3.963 4.000
S1 3.962 3.983

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

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