NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 4.060 4.119 0.059 1.5% 3.989
High 4.175 4.150 -0.025 -0.6% 4.137
Low 4.031 3.979 -0.052 -1.3% 3.959
Close 4.117 3.981 -0.136 -3.3% 3.998
Range 0.144 0.171 0.027 18.8% 0.178
ATR 0.123 0.126 0.003 2.8% 0.000
Volume 54,139 90,515 36,376 67.2% 179,467
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.550 4.436 4.075
R3 4.379 4.265 4.028
R2 4.208 4.208 4.012
R1 4.094 4.094 3.997 4.066
PP 4.037 4.037 4.037 4.022
S1 3.923 3.923 3.965 3.895
S2 3.866 3.866 3.950
S3 3.695 3.752 3.934
S4 3.524 3.581 3.887
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 4.175 3.916 0.259 6.5% 0.130 3.3% 25% False False 56,588
10 4.243 3.916 0.327 8.2% 0.133 3.3% 20% False False 50,400
20 4.243 3.903 0.340 8.5% 0.125 3.1% 23% False False 41,933
40 4.670 3.903 0.767 19.3% 0.118 3.0% 10% False False 42,289
60 4.697 3.903 0.794 19.9% 0.118 3.0% 10% False False 34,856
80 5.106 3.903 1.203 30.2% 0.118 3.0% 6% False False 30,111
100 5.106 3.903 1.203 30.2% 0.118 3.0% 6% False False 26,253
120 5.106 3.903 1.203 30.2% 0.115 2.9% 6% False False 23,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.877
2.618 4.598
1.618 4.427
1.000 4.321
0.618 4.256
HIGH 4.150
0.618 4.085
0.500 4.065
0.382 4.044
LOW 3.979
0.618 3.873
1.000 3.808
1.618 3.702
2.618 3.531
4.250 3.252
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 4.065 4.062
PP 4.037 4.035
S1 4.009 4.008

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

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