NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 4.193 4.263 0.070 1.7% 4.272
High 4.252 4.397 0.145 3.4% 4.336
Low 4.134 4.196 0.062 1.5% 4.151
Close 4.243 4.386 0.143 3.4% 4.273
Range 0.118 0.201 0.083 70.3% 0.185
ATR 0.105 0.112 0.007 6.6% 0.000
Volume 17,789 30,137 12,348 69.4% 99,656
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.929 4.859 4.497
R3 4.728 4.658 4.441
R2 4.527 4.527 4.423
R1 4.457 4.457 4.404 4.492
PP 4.326 4.326 4.326 4.344
S1 4.256 4.256 4.368 4.291
S2 4.125 4.125 4.349
S3 3.924 4.055 4.331
S4 3.723 3.854 4.275
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 4.397 4.134 0.263 6.0% 0.122 2.8% 96% True False 22,909
10 4.397 4.134 0.263 6.0% 0.113 2.6% 96% True False 20,911
20 4.516 4.134 0.382 8.7% 0.112 2.6% 66% False False 23,403
40 4.871 4.134 0.737 16.8% 0.107 2.4% 34% False False 18,010
60 5.283 4.134 1.149 26.2% 0.113 2.6% 22% False False 14,851
80 5.283 4.134 1.149 26.2% 0.111 2.5% 22% False False 13,014
100 5.283 4.134 1.149 26.2% 0.110 2.5% 22% False False 11,635
120 5.283 4.134 1.149 26.2% 0.110 2.5% 22% False False 10,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 58 trading days
Fibonacci Retracements and Extensions
4.250 5.251
2.618 4.923
1.618 4.722
1.000 4.598
0.618 4.521
HIGH 4.397
0.618 4.320
0.500 4.297
0.382 4.273
LOW 4.196
0.618 4.072
1.000 3.995
1.618 3.871
2.618 3.670
4.250 3.342
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 4.356 4.346
PP 4.326 4.306
S1 4.297 4.266

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

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