NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 3.933 3.926 -0.007 -0.2% 4.012
High 3.996 3.972 -0.024 -0.6% 4.062
Low 3.843 3.901 0.058 1.5% 3.843
Close 3.892 3.940 0.048 1.2% 3.940
Range 0.153 0.071 -0.082 -53.6% 0.219
ATR 0.129 0.126 -0.004 -2.7% 0.000
Volume 124,275 62,197 -62,078 -50.0% 499,661
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.151 4.116 3.979
R3 4.080 4.045 3.960
R2 4.009 4.009 3.953
R1 3.974 3.974 3.947 3.992
PP 3.938 3.938 3.938 3.946
S1 3.903 3.903 3.933 3.921
S2 3.867 3.867 3.927
S3 3.796 3.832 3.920
S4 3.725 3.761 3.901
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.605 4.492 4.060
R3 4.386 4.273 4.000
R2 4.167 4.167 3.980
R1 4.054 4.054 3.960 4.001
PP 3.948 3.948 3.948 3.922
S1 3.835 3.835 3.920 3.782
S2 3.729 3.729 3.900
S3 3.510 3.616 3.880
S4 3.291 3.397 3.820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.062 3.843 0.219 5.6% 0.113 2.9% 44% False False 99,932
10 4.143 3.843 0.300 7.6% 0.123 3.1% 32% False False 108,242
20 4.430 3.843 0.587 14.9% 0.115 2.9% 17% False False 97,989
40 4.586 3.843 0.743 18.9% 0.124 3.1% 13% False False 71,461
60 5.011 3.843 1.168 29.6% 0.134 3.4% 8% False False 61,103
80 5.011 3.843 1.168 29.6% 0.133 3.4% 8% False False 50,116
100 5.011 3.843 1.168 29.6% 0.129 3.3% 8% False False 42,471
120 5.011 3.843 1.168 29.6% 0.128 3.3% 8% False False 37,062
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.042
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 4.274
2.618 4.158
1.618 4.087
1.000 4.043
0.618 4.016
HIGH 3.972
0.618 3.945
0.500 3.937
0.382 3.928
LOW 3.901
0.618 3.857
1.000 3.830
1.618 3.786
2.618 3.715
4.250 3.599
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 3.939 3.933
PP 3.938 3.926
S1 3.937 3.920

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

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