NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	4.016	4.043	0.027	0.7%	4.036
High	4.077	4.054	-0.023	-0.6%	4.128
Low	3.995	3.952	-0.043	-1.1%	3.950
Close	4.047	3.955	-0.092	-2.3%	4.047
Range	0.082	0.102	0.020	24.4%	0.178
ATR	0.111	0.111	-0.001	-0.6%	0.000
Volume	46,908	31,635	-15,273	-32.6%	166,477

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.293	4.226	4.011
R3	4.191	4.124	3.983
R2	4.089	4.089	3.974
R1	4.022	4.022	3.964	4.005
PP	3.987	3.987	3.987	3.978
S1	3.920	3.920	3.946	3.903
S2	3.885	3.885	3.936
S3	3.783	3.818	3.927
S4	3.681	3.716	3.899

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.576	4.489	4.145
R3	4.398	4.311	4.096
R2	4.220	4.220	4.080
R1	4.133	4.133	4.063	4.177
PP	4.042	4.042	4.042	4.063
S1	3.955	3.955	4.031	3.999
S2	3.864	3.864	4.014
S3	3.686	3.777	3.998
S4	3.508	3.599	3.949

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.128	3.950	0.178	4.5%	0.113	2.9%	3%	False	False	36,109
10	4.201	3.950	0.251	6.3%	0.105	2.7%	2%	False	False	34,644
20	4.340	3.950	0.390	9.9%	0.112	2.8%	1%	False	False	47,669
40	4.697	3.950	0.747	18.9%	0.114	2.9%	1%	False	False	35,701
60	5.106	3.950	1.156	29.2%	0.113	2.9%	0%	False	False	28,692
80	5.106	3.950	1.156	29.2%	0.114	2.9%	0%	False	False	24,559
100	5.106	3.950	1.156	29.2%	0.112	2.8%	0%	False	False	21,380
120	5.106	3.950	1.156	29.2%	0.112	2.8%	0%	False	False	18,864

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.488
2.618	4.321
1.618	4.219
1.000	4.156
0.618	4.117
HIGH	4.054
0.618	4.015
0.500	4.003
0.382	3.991
LOW	3.952
0.618	3.889
1.000	3.850
1.618	3.787
2.618	3.685
4.250	3.519

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	4.003	4.014
PP	3.987	3.994
S1	3.971	3.975

Download as Excel Spreadsheet

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

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