NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 4.204 4.134 -0.070 -1.7% 4.151
High 4.206 4.187 -0.019 -0.5% 4.370
Low 4.140 4.123 -0.017 -0.4% 4.120
Close 4.155 4.184 0.029 0.7% 4.155
Range 0.066 0.064 -0.002 -3.0% 0.250
ATR 0.115 0.111 -0.004 -3.2% 0.000
Volume 29,371 27,962 -1,409 -4.8% 153,560
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.357 4.334 4.219
R3 4.293 4.270 4.202
R2 4.229 4.229 4.196
R1 4.206 4.206 4.190 4.218
PP 4.165 4.165 4.165 4.170
S1 4.142 4.142 4.178 4.154
S2 4.101 4.101 4.172
S3 4.037 4.078 4.166
S4 3.973 4.014 4.149
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.965 4.810 4.293
R3 4.715 4.560 4.224
R2 4.465 4.465 4.201
R1 4.310 4.310 4.178 4.388
PP 4.215 4.215 4.215 4.254
S1 4.060 4.060 4.132 4.138
S2 3.965 3.965 4.109
S3 3.715 3.810 4.086
S4 3.465 3.560 4.018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.370 4.123 0.247 5.9% 0.113 2.7% 25% False True 30,913
10 4.370 4.120 0.250 6.0% 0.104 2.5% 26% False False 32,520
20 4.450 4.120 0.330 7.9% 0.116 2.8% 19% False False 27,468
40 4.710 4.120 0.590 14.1% 0.107 2.5% 11% False False 23,620
60 4.871 4.120 0.751 17.9% 0.108 2.6% 9% False False 19,418
80 5.283 4.120 1.163 27.8% 0.113 2.7% 6% False False 17,010
100 5.283 4.120 1.163 27.8% 0.113 2.7% 6% False False 14,945
120 5.283 4.120 1.163 27.8% 0.110 2.6% 6% False False 13,260
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.025
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4.459
2.618 4.355
1.618 4.291
1.000 4.251
0.618 4.227
HIGH 4.187
0.618 4.163
0.500 4.155
0.382 4.147
LOW 4.123
0.618 4.083
1.000 4.059
1.618 4.019
2.618 3.955
4.250 3.851
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 4.174 4.235
PP 4.165 4.218
S1 4.155 4.201

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

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