NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 4.386 4.381 -0.005 -0.1% 4.280
High 4.450 4.385 -0.065 -1.5% 4.450
Low 4.305 4.187 -0.118 -2.7% 4.134
Close 4.381 4.211 -0.170 -3.9% 4.211
Range 0.145 0.198 0.053 36.6% 0.316
ATR 0.114 0.120 0.006 5.3% 0.000
Volume 27,092 31,409 4,317 15.9% 124,506
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.855 4.731 4.320
R3 4.657 4.533 4.265
R2 4.459 4.459 4.247
R1 4.335 4.335 4.229 4.298
PP 4.261 4.261 4.261 4.243
S1 4.137 4.137 4.193 4.100
S2 4.063 4.063 4.175
S3 3.865 3.939 4.157
S4 3.667 3.741 4.102
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.213 5.028 4.385
R3 4.897 4.712 4.298
R2 4.581 4.581 4.269
R1 4.396 4.396 4.240 4.331
PP 4.265 4.265 4.265 4.232
S1 4.080 4.080 4.182 4.015
S2 3.949 3.949 4.153
S3 3.633 3.764 4.124
S4 3.317 3.448 4.037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.450 4.134 0.316 7.5% 0.151 3.6% 24% False False 24,901
10 4.450 4.134 0.316 7.5% 0.128 3.0% 24% False False 22,416
20 4.516 4.134 0.382 9.1% 0.116 2.7% 20% False False 23,303
40 4.871 4.134 0.737 17.5% 0.110 2.6% 10% False False 18,787
60 5.156 4.134 1.022 24.3% 0.111 2.6% 8% False False 15,458
80 5.283 4.134 1.149 27.3% 0.113 2.7% 7% False False 13,570
100 5.283 4.134 1.149 27.3% 0.112 2.7% 7% False False 12,145
120 5.283 4.134 1.149 27.3% 0.110 2.6% 7% False False 10,975
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 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.227
2.618 4.903
1.618 4.705
1.000 4.583
0.618 4.507
HIGH 4.385
0.618 4.309
0.500 4.286
0.382 4.263
LOW 4.187
0.618 4.065
1.000 3.989
1.618 3.867
2.618 3.669
4.250 3.346
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 4.286 4.319
PP 4.261 4.283
S1 4.236 4.247

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

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