NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 4.311 4.272 -0.039 -0.9% 4.390
High 4.333 4.294 -0.039 -0.9% 4.440
Low 4.268 4.215 -0.053 -1.2% 4.217
Close 4.307 4.225 -0.082 -1.9% 4.307
Range 0.065 0.079 0.014 21.5% 0.223
ATR 0.104 0.103 -0.001 -0.8% 0.000
Volume 23,826 10,706 -13,120 -55.1% 104,966
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.482 4.432 4.268
R3 4.403 4.353 4.247
R2 4.324 4.324 4.239
R1 4.274 4.274 4.232 4.260
PP 4.245 4.245 4.245 4.237
S1 4.195 4.195 4.218 4.181
S2 4.166 4.166 4.211
S3 4.087 4.116 4.203
S4 4.008 4.037 4.182
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.990 4.872 4.430
R3 4.767 4.649 4.368
R2 4.544 4.544 4.348
R1 4.426 4.426 4.327 4.374
PP 4.321 4.321 4.321 4.295
S1 4.203 4.203 4.287 4.151
S2 4.098 4.098 4.266
S3 3.875 3.980 4.246
S4 3.652 3.757 4.184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.414 4.215 0.199 4.7% 0.092 2.2% 5% False True 19,862
10 4.516 4.215 0.301 7.1% 0.100 2.4% 3% False True 22,527
20 4.659 4.215 0.444 10.5% 0.097 2.3% 2% False True 19,980
40 4.871 4.215 0.656 15.5% 0.105 2.5% 2% False True 15,440
60 5.283 4.215 1.068 25.3% 0.110 2.6% 1% False True 13,619
80 5.283 4.215 1.068 25.3% 0.111 2.6% 1% False True 11,918
100 5.283 4.215 1.068 25.3% 0.108 2.6% 1% False True 10,474
120 5.283 4.215 1.068 25.3% 0.108 2.6% 1% False True 9,423
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.630
2.618 4.501
1.618 4.422
1.000 4.373
0.618 4.343
HIGH 4.294
0.618 4.264
0.500 4.255
0.382 4.245
LOW 4.215
0.618 4.166
1.000 4.136
1.618 4.087
2.618 4.008
4.250 3.879
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 4.255 4.283
PP 4.245 4.263
S1 4.235 4.244

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

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