NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 3.942 3.977 0.035 0.9% 3.882
High 4.029 3.989 -0.040 -1.0% 4.038
Low 3.920 3.885 -0.035 -0.9% 3.851
Close 3.980 3.915 -0.065 -1.6% 3.915
Range 0.109 0.104 -0.005 -4.6% 0.187
ATR 0.130 0.128 -0.002 -1.4% 0.000
Volume 129,655 112,067 -17,588 -13.6% 483,902
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.242 4.182 3.972
R3 4.138 4.078 3.944
R2 4.034 4.034 3.934
R1 3.974 3.974 3.925 3.952
PP 3.930 3.930 3.930 3.919
S1 3.870 3.870 3.905 3.848
S2 3.826 3.826 3.896
S3 3.722 3.766 3.886
S4 3.618 3.662 3.858
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.496 4.392 4.018
R3 4.309 4.205 3.966
R2 4.122 4.122 3.949
R1 4.018 4.018 3.932 4.070
PP 3.935 3.935 3.935 3.961
S1 3.831 3.831 3.898 3.883
S2 3.748 3.748 3.881
S3 3.561 3.644 3.864
S4 3.374 3.457 3.812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.065 3.850 0.215 5.5% 0.133 3.4% 30% False False 121,044
10 4.130 3.780 0.350 8.9% 0.134 3.4% 39% False False 116,555
20 4.157 3.780 0.377 9.6% 0.123 3.2% 36% False False 92,533
40 4.600 3.780 0.820 20.9% 0.122 3.1% 16% False False 70,013
60 4.687 3.780 0.907 23.2% 0.125 3.2% 15% False False 56,936
80 5.010 3.780 1.230 31.4% 0.129 3.3% 11% False False 50,334
100 5.010 3.780 1.230 31.4% 0.128 3.3% 11% False False 44,691
120 5.010 3.780 1.230 31.4% 0.127 3.3% 11% False False 40,832
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.431
2.618 4.261
1.618 4.157
1.000 4.093
0.618 4.053
HIGH 3.989
0.618 3.949
0.500 3.937
0.382 3.925
LOW 3.885
0.618 3.821
1.000 3.781
1.618 3.717
2.618 3.613
4.250 3.443
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 3.937 3.962
PP 3.930 3.946
S1 3.922 3.931

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

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