NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 3.977 3.900 -0.077 -1.9% 3.882
High 3.989 3.925 -0.064 -1.6% 4.038
Low 3.885 3.826 -0.059 -1.5% 3.851
Close 3.915 3.885 -0.030 -0.8% 3.915
Range 0.104 0.099 -0.005 -4.8% 0.187
ATR 0.128 0.126 -0.002 -1.6% 0.000
Volume 112,067 95,179 -16,888 -15.1% 483,902
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.176 4.129 3.939
R3 4.077 4.030 3.912
R2 3.978 3.978 3.903
R1 3.931 3.931 3.894 3.905
PP 3.879 3.879 3.879 3.866
S1 3.832 3.832 3.876 3.806
S2 3.780 3.780 3.867
S3 3.681 3.733 3.858
S4 3.582 3.634 3.831
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 4.038 3.826 0.212 5.5% 0.110 2.8% 28% False True 115,816
10 4.130 3.780 0.350 9.0% 0.136 3.5% 30% False False 116,446
20 4.130 3.780 0.350 9.0% 0.124 3.2% 30% False False 93,645
40 4.600 3.780 0.820 21.1% 0.121 3.1% 13% False False 71,318
60 4.600 3.780 0.820 21.1% 0.123 3.2% 13% False False 58,124
80 5.010 3.780 1.230 31.7% 0.129 3.3% 9% False False 51,289
100 5.010 3.780 1.230 31.7% 0.128 3.3% 9% False False 45,501
120 5.010 3.780 1.230 31.7% 0.128 3.3% 9% False False 41,479
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 4.346
2.618 4.184
1.618 4.085
1.000 4.024
0.618 3.986
HIGH 3.925
0.618 3.887
0.500 3.876
0.382 3.864
LOW 3.826
0.618 3.765
1.000 3.727
1.618 3.666
2.618 3.567
4.250 3.405
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 3.882 3.928
PP 3.879 3.913
S1 3.876 3.899

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

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