NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 4.305 4.200 -0.105 -2.4% 4.300
High 4.316 4.306 -0.010 -0.2% 4.356
Low 4.241 4.200 -0.041 -1.0% 4.200
Close 4.241 4.295 0.054 1.3% 4.317
Range 0.075 0.106 0.031 41.3% 0.156
ATR 0.087 0.089 0.001 1.5% 0.000
Volume 7,048 9,249 2,201 31.2% 40,360
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.585 4.546 4.353
R3 4.479 4.440 4.324
R2 4.373 4.373 4.314
R1 4.334 4.334 4.305 4.354
PP 4.267 4.267 4.267 4.277
S1 4.228 4.228 4.285 4.248
S2 4.161 4.161 4.276
S3 4.055 4.122 4.266
S4 3.949 4.016 4.237
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.759 4.694 4.403
R3 4.603 4.538 4.360
R2 4.447 4.447 4.346
R1 4.382 4.382 4.331 4.415
PP 4.291 4.291 4.291 4.307
S1 4.226 4.226 4.303 4.259
S2 4.135 4.135 4.288
S3 3.979 4.070 4.274
S4 3.823 3.914 4.231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.344 4.200 0.144 3.4% 0.091 2.1% 66% False True 8,907
10 4.395 4.200 0.195 4.5% 0.087 2.0% 49% False True 8,579
20 4.508 4.200 0.308 7.2% 0.089 2.1% 31% False True 9,513
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.757
2.618 4.584
1.618 4.478
1.000 4.412
0.618 4.372
HIGH 4.306
0.618 4.266
0.500 4.253
0.382 4.240
LOW 4.200
0.618 4.134
1.000 4.094
1.618 4.028
2.618 3.922
4.250 3.750
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 4.281 4.287
PP 4.267 4.280
S1 4.253 4.272

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

View Archives - Comment on this page... - Back to Index of Symbols