NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 3.889 3.994 0.105 2.7% 4.012
High 4.048 4.029 -0.019 -0.5% 4.062
Low 3.874 3.915 0.041 1.1% 3.843
Close 3.993 3.955 -0.038 -1.0% 3.940
Range 0.174 0.114 -0.060 -34.5% 0.219
ATR 0.127 0.126 -0.001 -0.7% 0.000
Volume 122,516 82,732 -39,784 -32.5% 499,661
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.308 4.246 4.018
R3 4.194 4.132 3.986
R2 4.080 4.080 3.976
R1 4.018 4.018 3.965 3.992
PP 3.966 3.966 3.966 3.954
S1 3.904 3.904 3.945 3.878
S2 3.852 3.852 3.934
S3 3.738 3.790 3.924
S4 3.624 3.676 3.892
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.605 4.492 4.060
R3 4.386 4.273 4.000
R2 4.167 4.167 3.980
R1 4.054 4.054 3.960 4.001
PP 3.948 3.948 3.948 3.922
S1 3.835 3.835 3.920 3.782
S2 3.729 3.729 3.900
S3 3.510 3.616 3.880
S4 3.291 3.397 3.820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.048 3.843 0.205 5.2% 0.117 3.0% 55% False False 98,968
10 4.143 3.843 0.300 7.6% 0.122 3.1% 37% False False 102,476
20 4.339 3.843 0.496 12.5% 0.119 3.0% 23% False False 103,033
40 4.586 3.843 0.743 18.8% 0.126 3.2% 15% False False 77,396
60 5.011 3.843 1.168 29.5% 0.131 3.3% 10% False False 65,226
80 5.011 3.843 1.168 29.5% 0.133 3.4% 10% False False 53,511
100 5.011 3.843 1.168 29.5% 0.128 3.2% 10% False False 45,223
120 5.011 3.843 1.168 29.5% 0.129 3.3% 10% False False 39,415
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.514
2.618 4.327
1.618 4.213
1.000 4.143
0.618 4.099
HIGH 4.029
0.618 3.985
0.500 3.972
0.382 3.959
LOW 3.915
0.618 3.845
1.000 3.801
1.618 3.731
2.618 3.617
4.250 3.431
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 3.972 3.954
PP 3.966 3.952
S1 3.961 3.951

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

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