NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 4.488 4.390 -0.098 -2.2% 4.298
High 4.515 4.440 -0.075 -1.7% 4.516
Low 4.433 4.350 -0.083 -1.9% 4.253
Close 4.441 4.411 -0.030 -0.7% 4.441
Range 0.082 0.090 0.008 9.8% 0.263
ATR 0.108 0.107 -0.001 -1.1% 0.000
Volume 31,077 16,362 -14,715 -47.4% 136,946
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.670 4.631 4.461
R3 4.580 4.541 4.436
R2 4.490 4.490 4.428
R1 4.451 4.451 4.419 4.471
PP 4.400 4.400 4.400 4.410
S1 4.361 4.361 4.403 4.381
S2 4.310 4.310 4.395
S3 4.220 4.271 4.386
S4 4.130 4.181 4.362
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.192 5.080 4.586
R3 4.929 4.817 4.513
R2 4.666 4.666 4.489
R1 4.554 4.554 4.465 4.610
PP 4.403 4.403 4.403 4.432
S1 4.291 4.291 4.417 4.347
S2 4.140 4.140 4.393
S3 3.877 4.028 4.369
S4 3.614 3.765 4.296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.516 4.293 0.223 5.1% 0.109 2.5% 53% False False 25,192
10 4.537 4.253 0.284 6.4% 0.110 2.5% 56% False False 24,891
20 4.851 4.253 0.598 13.6% 0.102 2.3% 26% False False 17,507
40 4.871 4.253 0.618 14.0% 0.108 2.4% 26% False False 13,925
60 5.283 4.253 1.030 23.4% 0.114 2.6% 15% False False 12,358
80 5.283 4.253 1.030 23.4% 0.112 2.5% 15% False False 10,902
100 5.283 4.253 1.030 23.4% 0.111 2.5% 15% False False 9,805
120 5.283 4.253 1.030 23.4% 0.109 2.5% 15% False False 8,721
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.823
2.618 4.676
1.618 4.586
1.000 4.530
0.618 4.496
HIGH 4.440
0.618 4.406
0.500 4.395
0.382 4.384
LOW 4.350
0.618 4.294
1.000 4.260
1.618 4.204
2.618 4.114
4.250 3.968
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 4.406 4.433
PP 4.400 4.426
S1 4.395 4.418

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

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