NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 4.213 4.260 0.047 1.1% 4.280
High 4.269 4.341 0.072 1.7% 4.450
Low 4.178 4.220 0.042 1.0% 4.134
Close 4.240 4.246 0.006 0.1% 4.211
Range 0.091 0.121 0.030 33.0% 0.316
ATR 0.118 0.118 0.000 0.2% 0.000
Volume 31,554 42,814 11,260 35.7% 124,506
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.632 4.560 4.313
R3 4.511 4.439 4.279
R2 4.390 4.390 4.268
R1 4.318 4.318 4.257 4.294
PP 4.269 4.269 4.269 4.257
S1 4.197 4.197 4.235 4.173
S2 4.148 4.148 4.224
S3 4.027 4.076 4.213
S4 3.906 3.955 4.179
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% 0.151 3.6% 25% False False 32,601
10 4.450 4.134 0.316 7.4% 0.128 3.0% 35% False False 27,214
20 4.516 4.134 0.382 9.0% 0.114 2.7% 29% False False 24,243
40 4.871 4.134 0.737 17.4% 0.109 2.6% 15% False False 20,038
60 5.037 4.134 0.903 21.3% 0.110 2.6% 12% False False 16,277
80 5.283 4.134 1.149 27.1% 0.114 2.7% 10% False False 14,353
100 5.283 4.134 1.149 27.1% 0.112 2.6% 10% False False 12,816
120 5.283 4.134 1.149 27.1% 0.110 2.6% 10% False False 11,533
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 False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.855
2.618 4.658
1.618 4.537
1.000 4.462
0.618 4.416
HIGH 4.341
0.618 4.295
0.500 4.281
0.382 4.266
LOW 4.220
0.618 4.145
1.000 4.099
1.618 4.024
2.618 3.903
4.250 3.706
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 4.281 4.282
PP 4.269 4.270
S1 4.258 4.258

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

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