NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 4.390 4.412 0.022 0.5% 4.298
High 4.440 4.414 -0.026 -0.6% 4.516
Low 4.350 4.307 -0.043 -1.0% 4.253
Close 4.411 4.322 -0.089 -2.0% 4.441
Range 0.090 0.107 0.017 18.9% 0.263
ATR 0.107 0.107 0.000 0.0% 0.000
Volume 16,362 20,528 4,166 25.5% 136,946
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.669 4.602 4.381
R3 4.562 4.495 4.351
R2 4.455 4.455 4.342
R1 4.388 4.388 4.332 4.368
PP 4.348 4.348 4.348 4.338
S1 4.281 4.281 4.312 4.261
S2 4.241 4.241 4.302
S3 4.134 4.174 4.293
S4 4.027 4.067 4.263
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 4.307 0.209 4.8% 0.105 2.4% 7% False True 23,653
10 4.516 4.253 0.263 6.1% 0.112 2.6% 26% False False 25,316
20 4.851 4.253 0.598 13.8% 0.105 2.4% 12% False False 17,890
40 4.871 4.253 0.618 14.3% 0.107 2.5% 11% False False 14,182
60 5.283 4.253 1.030 23.8% 0.113 2.6% 7% False False 12,614
80 5.283 4.253 1.030 23.8% 0.112 2.6% 7% False False 11,123
100 5.283 4.253 1.030 23.8% 0.111 2.6% 7% False False 9,939
120 5.283 4.253 1.030 23.8% 0.109 2.5% 7% False False 8,874
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 0.029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.869
2.618 4.694
1.618 4.587
1.000 4.521
0.618 4.480
HIGH 4.414
0.618 4.373
0.500 4.361
0.382 4.348
LOW 4.307
0.618 4.241
1.000 4.200
1.618 4.134
2.618 4.027
4.250 3.852
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 4.361 4.411
PP 4.348 4.381
S1 4.335 4.352

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

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