NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 3.900 3.869 -0.031 -0.8% 4.034
High 3.924 4.024 0.100 2.5% 4.073
Low 3.855 3.851 -0.004 -0.1% 3.851
Close 3.869 3.968 0.099 2.6% 3.941
Range 0.069 0.173 0.104 150.7% 0.222
ATR 0.118 0.122 0.004 3.4% 0.000
Volume 40,530 71,124 30,594 75.5% 317,222
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.467 4.390 4.063
R3 4.294 4.217 4.016
R2 4.121 4.121 4.000
R1 4.044 4.044 3.984 4.083
PP 3.948 3.948 3.948 3.967
S1 3.871 3.871 3.952 3.910
S2 3.775 3.775 3.936
S3 3.602 3.698 3.920
S4 3.429 3.525 3.873
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 4.024 3.851 0.173 4.4% 0.110 2.8% 68% True True 67,020
10 4.159 3.851 0.308 7.8% 0.119 3.0% 38% False True 66,752
20 4.391 3.851 0.540 13.6% 0.115 2.9% 22% False True 57,481
40 4.600 3.851 0.749 18.9% 0.123 3.1% 16% False True 47,014
60 5.010 3.851 1.159 29.2% 0.128 3.2% 10% False True 42,293
80 5.010 3.851 1.159 29.2% 0.129 3.3% 10% False True 37,127
100 5.010 3.851 1.159 29.2% 0.126 3.2% 10% False True 33,745
120 5.010 3.851 1.159 29.2% 0.127 3.2% 10% False True 31,176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.759
2.618 4.477
1.618 4.304
1.000 4.197
0.618 4.131
HIGH 4.024
0.618 3.958
0.500 3.938
0.382 3.917
LOW 3.851
0.618 3.744
1.000 3.678
1.618 3.571
2.618 3.398
4.250 3.116
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 3.958 3.958
PP 3.948 3.948
S1 3.938 3.938

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

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