NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 4.260 4.264 0.004 0.1% 4.280
High 4.341 4.308 -0.033 -0.8% 4.450
Low 4.220 4.224 0.004 0.1% 4.134
Close 4.246 4.265 0.019 0.4% 4.211
Range 0.121 0.084 -0.037 -30.6% 0.316
ATR 0.118 0.116 -0.002 -2.1% 0.000
Volume 42,814 42,411 -403 -0.9% 124,506
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.518 4.475 4.311
R3 4.434 4.391 4.288
R2 4.350 4.350 4.280
R1 4.307 4.307 4.273 4.329
PP 4.266 4.266 4.266 4.276
S1 4.223 4.223 4.257 4.245
S2 4.182 4.182 4.250
S3 4.098 4.139 4.242
S4 4.014 4.055 4.219
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 4.178 0.272 6.4% 0.128 3.0% 32% False False 35,056
10 4.450 4.134 0.316 7.4% 0.125 2.9% 41% False False 28,982
20 4.516 4.134 0.382 9.0% 0.114 2.7% 34% False False 25,017
40 4.871 4.134 0.737 17.3% 0.109 2.5% 18% False False 20,788
60 4.992 4.134 0.858 20.1% 0.110 2.6% 15% False False 16,774
80 5.283 4.134 1.149 26.9% 0.113 2.6% 11% False False 14,821
100 5.283 4.134 1.149 26.9% 0.112 2.6% 11% False False 13,156
120 5.283 4.134 1.149 26.9% 0.110 2.6% 11% False False 11,832
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.665
2.618 4.528
1.618 4.444
1.000 4.392
0.618 4.360
HIGH 4.308
0.618 4.276
0.500 4.266
0.382 4.256
LOW 4.224
0.618 4.172
1.000 4.140
1.618 4.088
2.618 4.004
4.250 3.867
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 4.266 4.263
PP 4.266 4.261
S1 4.265 4.260

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

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