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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols