NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 4.280 4.193 -0.087 -2.0% 4.272
High 4.280 4.252 -0.028 -0.7% 4.336
Low 4.186 4.134 -0.052 -1.2% 4.151
Close 4.187 4.243 0.056 1.3% 4.273
Range 0.094 0.118 0.024 25.5% 0.185
ATR 0.104 0.105 0.001 1.0% 0.000
Volume 18,079 17,789 -290 -1.6% 99,656
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.564 4.521 4.308
R3 4.446 4.403 4.275
R2 4.328 4.328 4.265
R1 4.285 4.285 4.254 4.307
PP 4.210 4.210 4.210 4.220
S1 4.167 4.167 4.232 4.189
S2 4.092 4.092 4.221
S3 3.974 4.049 4.211
S4 3.856 3.931 4.178
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.808 4.726 4.375
R3 4.623 4.541 4.324
R2 4.438 4.438 4.307
R1 4.356 4.356 4.290 4.397
PP 4.253 4.253 4.253 4.274
S1 4.171 4.171 4.256 4.212
S2 4.068 4.068 4.239
S3 3.883 3.986 4.222
S4 3.698 3.801 4.171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.309 4.134 0.175 4.1% 0.105 2.5% 62% False True 21,827
10 4.350 4.134 0.216 5.1% 0.101 2.4% 50% False True 20,360
20 4.516 4.134 0.382 9.0% 0.106 2.5% 29% False True 22,838
40 4.871 4.134 0.737 17.4% 0.105 2.5% 15% False True 17,488
60 5.283 4.134 1.149 27.1% 0.110 2.6% 9% False True 14,588
80 5.283 4.134 1.149 27.1% 0.110 2.6% 9% False True 12,720
100 5.283 4.134 1.149 27.1% 0.109 2.6% 9% False True 11,399
120 5.283 4.134 1.149 27.1% 0.109 2.6% 9% False True 10,308
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 0.028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.754
2.618 4.561
1.618 4.443
1.000 4.370
0.618 4.325
HIGH 4.252
0.618 4.207
0.500 4.193
0.382 4.179
LOW 4.134
0.618 4.061
1.000 4.016
1.618 3.943
2.618 3.825
4.250 3.633
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 4.226 4.235
PP 4.210 4.226
S1 4.193 4.218

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

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