NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 4.042 3.882 -0.160 -4.0% 3.900
High 4.080 3.895 -0.185 -4.5% 4.099
Low 3.875 3.791 -0.084 -2.2% 3.791
Close 3.878 3.830 -0.048 -1.2% 3.830
Range 0.205 0.104 -0.101 -49.3% 0.308
ATR 0.134 0.132 -0.002 -1.6% 0.000
Volume 174,986 119,664 -55,322 -31.6% 648,102
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.151 4.094 3.887
R3 4.047 3.990 3.859
R2 3.943 3.943 3.849
R1 3.886 3.886 3.840 3.863
PP 3.839 3.839 3.839 3.827
S1 3.782 3.782 3.820 3.759
S2 3.735 3.735 3.811
S3 3.631 3.678 3.801
S4 3.527 3.574 3.773
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.831 4.638 3.999
R3 4.523 4.330 3.915
R2 4.215 4.215 3.886
R1 4.022 4.022 3.858 3.965
PP 3.907 3.907 3.907 3.878
S1 3.714 3.714 3.802 3.657
S2 3.599 3.599 3.774
S3 3.291 3.406 3.745
S4 2.983 3.098 3.661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.099 3.791 0.308 8.0% 0.140 3.7% 13% False True 129,620
10 4.099 3.791 0.308 8.0% 0.137 3.6% 13% False True 125,332
20 4.130 3.780 0.350 9.1% 0.130 3.4% 14% False False 109,320
40 4.454 3.780 0.674 17.6% 0.122 3.2% 7% False False 80,933
60 4.600 3.780 0.820 21.4% 0.125 3.3% 6% False False 65,727
80 5.010 3.780 1.230 32.1% 0.130 3.4% 4% False False 57,386
100 5.010 3.780 1.230 32.1% 0.130 3.4% 4% False False 50,238
120 5.010 3.780 1.230 32.1% 0.128 3.3% 4% False False 45,327
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 0.025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.337
2.618 4.167
1.618 4.063
1.000 3.999
0.618 3.959
HIGH 3.895
0.618 3.855
0.500 3.843
0.382 3.831
LOW 3.791
0.618 3.727
1.000 3.687
1.618 3.623
2.618 3.519
4.250 3.349
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 3.843 3.945
PP 3.839 3.907
S1 3.834 3.868

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

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