NYMEX Natural Gas Future October 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 3.945 3.949 0.004 0.1% 4.034
High 4.002 3.974 -0.028 -0.7% 4.073
Low 3.851 3.905 0.054 1.4% 3.851
Close 3.899 3.941 0.042 1.1% 3.941
Range 0.151 0.069 -0.082 -54.3% 0.222
ATR 0.123 0.120 -0.003 -2.8% 0.000
Volume 48,826 77,804 28,978 59.3% 317,222
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.147 4.113 3.979
R3 4.078 4.044 3.960
R2 4.009 4.009 3.954
R1 3.975 3.975 3.947 3.958
PP 3.940 3.940 3.940 3.931
S1 3.906 3.906 3.935 3.889
S2 3.871 3.871 3.928
S3 3.802 3.837 3.922
S4 3.733 3.768 3.903
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.621 4.503 4.063
R3 4.399 4.281 4.002
R2 4.177 4.177 3.982
R1 4.059 4.059 3.961 4.007
PP 3.955 3.955 3.955 3.929
S1 3.837 3.837 3.921 3.785
S2 3.733 3.733 3.900
S3 3.511 3.615 3.880
S4 3.289 3.393 3.819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.073 3.851 0.222 5.6% 0.111 2.8% 41% False False 63,444
10 4.159 3.851 0.308 7.8% 0.121 3.1% 29% False False 72,689
20 4.440 3.851 0.589 14.9% 0.113 2.9% 15% False False 54,426
40 4.600 3.851 0.749 19.0% 0.121 3.1% 12% False False 45,339
60 5.010 3.851 1.159 29.4% 0.131 3.3% 8% False False 41,085
80 5.010 3.851 1.159 29.4% 0.130 3.3% 8% False False 36,294
100 5.010 3.851 1.159 29.4% 0.126 3.2% 8% False False 33,062
120 5.010 3.851 1.159 29.4% 0.126 3.2% 8% False False 30,565
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 0.039
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 4.267
2.618 4.155
1.618 4.086
1.000 4.043
0.618 4.017
HIGH 3.974
0.618 3.948
0.500 3.940
0.382 3.931
LOW 3.905
0.618 3.862
1.000 3.836
1.618 3.793
2.618 3.724
4.250 3.612
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 3.941 3.936
PP 3.940 3.931
S1 3.940 3.927

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

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