NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 3.979 3.983 0.004 0.1% 3.989
High 4.008 4.093 0.085 2.1% 4.137
Low 3.916 3.948 0.032 0.8% 3.959
Close 3.966 4.054 0.088 2.2% 3.998
Range 0.092 0.145 0.053 57.6% 0.178
ATR 0.119 0.121 0.002 1.5% 0.000
Volume 46,909 52,277 5,368 11.4% 179,467
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.467 4.405 4.134
R3 4.322 4.260 4.094
R2 4.177 4.177 4.081
R1 4.115 4.115 4.067 4.146
PP 4.032 4.032 4.032 4.047
S1 3.970 3.970 4.041 4.001
S2 3.887 3.887 4.027
S3 3.742 3.825 4.014
S4 3.597 3.680 3.974
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 5.5% 0.113 2.8% 62% False False 47,716
10 4.243 3.903 0.340 8.4% 0.135 3.3% 44% False False 42,482
20 4.243 3.903 0.340 8.4% 0.120 3.0% 44% False False 38,563
40 4.679 3.903 0.776 19.1% 0.115 2.8% 19% False False 39,584
60 4.697 3.903 0.794 19.6% 0.116 2.9% 19% False False 32,808
80 5.106 3.903 1.203 29.7% 0.118 2.9% 13% False False 28,495
100 5.106 3.903 1.203 29.7% 0.116 2.9% 13% False False 24,979
120 5.106 3.903 1.203 29.7% 0.115 2.8% 13% False False 22,055
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.709
2.618 4.473
1.618 4.328
1.000 4.238
0.618 4.183
HIGH 4.093
0.618 4.038
0.500 4.021
0.382 4.003
LOW 3.948
0.618 3.858
1.000 3.803
1.618 3.713
2.618 3.568
4.250 3.332
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 4.043 4.038
PP 4.032 4.021
S1 4.021 4.005

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

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