NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 4.329 4.403 0.074 1.7% 4.466
High 4.416 4.450 0.034 0.8% 4.537
Low 4.293 4.361 0.068 1.6% 4.255
Close 4.388 4.402 0.014 0.3% 4.330
Range 0.123 0.089 -0.034 -27.6% 0.282
ATR 0.108 0.106 -0.001 -1.2% 0.000
Volume 28,226 26,926 -1,300 -4.6% 109,343
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.671 4.626 4.451
R3 4.582 4.537 4.426
R2 4.493 4.493 4.418
R1 4.448 4.448 4.410 4.426
PP 4.404 4.404 4.404 4.394
S1 4.359 4.359 4.394 4.337
S2 4.315 4.315 4.386
S3 4.226 4.270 4.378
S4 4.137 4.181 4.353
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 4.450 4.253 0.197 4.5% 0.119 2.7% 76% True False 28,598
10 4.630 4.253 0.377 8.6% 0.101 2.3% 40% False False 21,394
20 4.871 4.253 0.618 14.0% 0.103 2.3% 24% False False 16,559
40 4.992 4.253 0.739 16.8% 0.108 2.4% 20% False False 12,652
60 5.283 4.253 1.030 23.4% 0.113 2.6% 14% False False 11,423
80 5.283 4.253 1.030 23.4% 0.111 2.5% 14% False False 10,191
100 5.283 4.253 1.030 23.4% 0.110 2.5% 14% False False 9,195
120 5.283 4.253 1.030 23.4% 0.108 2.5% 14% False False 8,178
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.828
2.618 4.683
1.618 4.594
1.000 4.539
0.618 4.505
HIGH 4.450
0.618 4.416
0.500 4.406
0.382 4.395
LOW 4.361
0.618 4.306
1.000 4.272
1.618 4.217
2.618 4.128
4.250 3.983
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 4.406 4.385
PP 4.404 4.368
S1 4.403 4.352

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

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