NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 3.998 4.106 0.108 2.7% 3.911
High 4.143 4.140 -0.003 -0.1% 4.143
Low 3.940 4.052 0.112 2.8% 3.855
Close 3.990 4.060 0.070 1.8% 4.060
Range 0.203 0.088 -0.115 -56.7% 0.288
ATR 0.130 0.131 0.001 1.1% 0.000
Volume 142,748 73,986 -68,762 -48.2% 582,764
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.348 4.292 4.108
R3 4.260 4.204 4.084
R2 4.172 4.172 4.076
R1 4.116 4.116 4.068 4.100
PP 4.084 4.084 4.084 4.076
S1 4.028 4.028 4.052 4.012
S2 3.996 3.996 4.044
S3 3.908 3.940 4.036
S4 3.820 3.852 4.012
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.883 4.760 4.218
R3 4.595 4.472 4.139
R2 4.307 4.307 4.113
R1 4.184 4.184 4.086 4.246
PP 4.019 4.019 4.019 4.050
S1 3.896 3.896 4.034 3.958
S2 3.731 3.731 4.007
S3 3.443 3.608 3.981
S4 3.155 3.320 3.902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.143 3.855 0.288 7.1% 0.132 3.3% 71% False False 116,552
10 4.230 3.855 0.375 9.2% 0.123 3.0% 55% False False 106,954
20 4.586 3.855 0.731 18.0% 0.121 3.0% 28% False False 87,251
40 4.586 3.855 0.731 18.0% 0.128 3.1% 28% False False 62,253
60 5.011 3.855 1.156 28.5% 0.135 3.3% 18% False False 53,906
80 5.011 3.855 1.156 28.5% 0.132 3.3% 18% False False 44,476
100 5.011 3.855 1.156 28.5% 0.131 3.2% 18% False False 37,953
120 5.011 3.855 1.156 28.5% 0.129 3.2% 18% False False 33,137
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.514
2.618 4.370
1.618 4.282
1.000 4.228
0.618 4.194
HIGH 4.140
0.618 4.106
0.500 4.096
0.382 4.086
LOW 4.052
0.618 3.998
1.000 3.964
1.618 3.910
2.618 3.822
4.250 3.678
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 4.096 4.054
PP 4.084 4.048
S1 4.072 4.042

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

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