NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 4.323 4.315 -0.008 -0.2% 4.298
High 4.350 4.350 0.000 0.0% 4.516
Low 4.275 4.217 -0.058 -1.4% 4.253
Close 4.313 4.271 -0.042 -1.0% 4.441
Range 0.075 0.133 0.058 77.3% 0.263
ATR 0.105 0.107 0.002 1.9% 0.000
Volume 24,619 19,631 -4,988 -20.3% 136,946
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.678 4.608 4.344
R3 4.545 4.475 4.308
R2 4.412 4.412 4.295
R1 4.342 4.342 4.283 4.311
PP 4.279 4.279 4.279 4.264
S1 4.209 4.209 4.259 4.178
S2 4.146 4.146 4.247
S3 4.013 4.076 4.234
S4 3.880 3.943 4.198
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 4.515 4.217 0.298 7.0% 0.097 2.3% 18% False True 22,443
10 4.516 4.217 0.299 7.0% 0.107 2.5% 18% False True 25,568
20 4.726 4.217 0.509 11.9% 0.098 2.3% 11% False True 19,084
40 4.871 4.217 0.654 15.3% 0.107 2.5% 8% False True 14,923
60 5.283 4.217 1.066 25.0% 0.112 2.6% 5% False True 13,187
80 5.283 4.217 1.066 25.0% 0.112 2.6% 5% False True 11,565
100 5.283 4.217 1.066 25.0% 0.110 2.6% 5% False True 10,248
120 5.283 4.217 1.066 25.0% 0.109 2.5% 5% False True 9,207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.915
2.618 4.698
1.618 4.565
1.000 4.483
0.618 4.432
HIGH 4.350
0.618 4.299
0.500 4.284
0.382 4.268
LOW 4.217
0.618 4.135
1.000 4.084
1.618 4.002
2.618 3.869
4.250 3.652
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 4.284 4.316
PP 4.279 4.301
S1 4.275 4.286

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

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