NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 10-Aug-2011

Day Change Summary
	Previous	Current
	09-Aug-2011	10-Aug-2011	Change	Change %	Previous Week
Open	3.969	4.025	0.056	1.4%	4.161
High	4.060	4.096	0.036	0.9%	4.228
Low	3.907	3.998	0.091	2.3%	3.911
Close	4.015	4.024	0.009	0.2%	3.962
Range	0.153	0.098	-0.055	-35.9%	0.317
ATR	0.123	0.121	-0.002	-1.4%	0.000
Volume	86,962	88,278	1,316	1.5%	223,660

Daily Pivots for day following 10-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.333	4.277	4.078
R3	4.235	4.179	4.051
R2	4.137	4.137	4.042
R1	4.081	4.081	4.033	4.060
PP	4.039	4.039	4.039	4.029
S1	3.983	3.983	4.015	3.962
S2	3.941	3.941	4.006
S3	3.843	3.885	3.997
S4	3.745	3.787	3.970

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.985	4.790	4.136
R3	4.668	4.473	4.049
R2	4.351	4.351	4.020
R1	4.156	4.156	3.991	4.095
PP	4.034	4.034	4.034	4.003
S1	3.839	3.839	3.933	3.778
S2	3.717	3.717	3.904
S3	3.400	3.522	3.875
S4	3.083	3.205	3.788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.126	3.876	0.250	6.2%	0.129	3.2%	59%	False	False	77,607
10	4.349	3.876	0.473	11.8%	0.115	2.8%	31%	False	False	54,656
20	4.600	3.876	0.724	18.0%	0.119	3.0%	20%	False	False	45,419
40	4.692	3.876	0.816	20.3%	0.122	3.0%	18%	False	False	37,692
60	5.010	3.876	1.134	28.2%	0.130	3.2%	13%	False	False	35,238
80	5.010	3.876	1.134	28.2%	0.129	3.2%	13%	False	False	31,944
100	5.010	3.876	1.134	28.2%	0.127	3.2%	13%	False	False	29,865
120	5.010	3.876	1.134	28.2%	0.126	3.1%	13%	False	False	27,498

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.513
2.618	4.353
1.618	4.255
1.000	4.194
0.618	4.157
HIGH	4.096
0.618	4.059
0.500	4.047
0.382	4.035
LOW	3.998
0.618	3.937
1.000	3.900
1.618	3.839
2.618	3.741
4.250	3.582

Fisher Pivots for day following 10-Aug-2011
Pivot	1 day	3 day
R1	4.047	4.011
PP	4.039	3.999
S1	4.032	3.986

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