NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 4.288 4.200 -0.088 -2.1% 4.390
High 4.309 4.260 -0.049 -1.1% 4.440
Low 4.194 4.151 -0.043 -1.0% 4.217
Close 4.203 4.244 0.041 1.0% 4.307
Range 0.115 0.109 -0.006 -5.2% 0.223
ATR 0.105 0.106 0.000 0.2% 0.000
Volume 24,727 16,374 -8,353 -33.8% 104,966
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.545 4.504 4.304
R3 4.436 4.395 4.274
R2 4.327 4.327 4.264
R1 4.286 4.286 4.254 4.307
PP 4.218 4.218 4.218 4.229
S1 4.177 4.177 4.234 4.198
S2 4.109 4.109 4.224
S3 4.000 4.068 4.214
S4 3.891 3.959 4.184
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.990 4.872 4.430
R3 4.767 4.649 4.368
R2 4.544 4.544 4.348
R1 4.426 4.426 4.327 4.374
PP 4.321 4.321 4.321 4.295
S1 4.203 4.203 4.287 4.151
S2 4.098 4.098 4.266
S3 3.875 3.980 4.246
S4 3.652 3.757 4.184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.336 4.151 0.185 4.4% 0.100 2.3% 50% False True 18,262
10 4.515 4.151 0.364 8.6% 0.099 2.3% 26% False True 20,352
20 4.537 4.151 0.386 9.1% 0.102 2.4% 24% False True 21,629
40 4.871 4.151 0.720 17.0% 0.107 2.5% 13% False True 16,426
60 5.283 4.151 1.132 26.7% 0.111 2.6% 8% False True 14,083
80 5.283 4.151 1.132 26.7% 0.113 2.7% 8% False True 12,161
100 5.283 4.151 1.132 26.7% 0.108 2.6% 8% False True 10,873
120 5.283 4.151 1.132 26.7% 0.109 2.6% 8% False True 9,826
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 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.723
2.618 4.545
1.618 4.436
1.000 4.369
0.618 4.327
HIGH 4.260
0.618 4.218
0.500 4.206
0.382 4.193
LOW 4.151
0.618 4.084
1.000 4.042
1.618 3.975
2.618 3.866
4.250 3.688
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 4.231 4.244
PP 4.218 4.244
S1 4.206 4.244

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

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