NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 4.440 4.297 -0.143 -3.2% 4.466
High 4.440 4.354 -0.086 -1.9% 4.537
Low 4.267 4.255 -0.012 -0.3% 4.255
Close 4.297 4.330 0.033 0.8% 4.330
Range 0.173 0.099 -0.074 -42.8% 0.282
ATR 0.107 0.106 -0.001 -0.5% 0.000
Volume 22,892 37,601 14,709 64.3% 109,343
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.610 4.569 4.384
R3 4.511 4.470 4.357
R2 4.412 4.412 4.348
R1 4.371 4.371 4.339 4.392
PP 4.313 4.313 4.313 4.323
S1 4.272 4.272 4.321 4.293
S2 4.214 4.214 4.312
S3 4.115 4.173 4.303
S4 4.016 4.074 4.276
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.220 5.057 4.485
R3 4.938 4.775 4.408
R2 4.656 4.656 4.382
R1 4.493 4.493 4.356 4.434
PP 4.374 4.374 4.374 4.344
S1 4.211 4.211 4.304 4.152
S2 4.092 4.092 4.278
S3 3.810 3.929 4.252
S4 3.528 3.647 4.175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.537 4.255 0.282 6.5% 0.099 2.3% 27% False True 21,868
10 4.710 4.255 0.455 10.5% 0.092 2.1% 16% False True 15,353
20 4.871 4.255 0.616 14.2% 0.104 2.4% 12% False True 14,271
40 5.156 4.255 0.901 20.8% 0.108 2.5% 8% False True 11,535
60 5.283 4.255 1.028 23.7% 0.113 2.6% 7% False True 10,325
80 5.283 4.255 1.028 23.7% 0.111 2.6% 7% False True 9,355
100 5.283 4.255 1.028 23.7% 0.109 2.5% 7% False True 8,509
120 5.283 4.255 1.028 23.7% 0.107 2.5% 7% False True 7,538
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.775
2.618 4.613
1.618 4.514
1.000 4.453
0.618 4.415
HIGH 4.354
0.618 4.316
0.500 4.305
0.382 4.293
LOW 4.255
0.618 4.194
1.000 4.156
1.618 4.095
2.618 3.996
4.250 3.834
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 4.322 4.372
PP 4.313 4.358
S1 4.305 4.344

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

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