NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 4.175 4.276 0.101 2.4% 4.086
High 4.306 4.306 0.000 0.0% 4.306
Low 4.117 4.211 0.094 2.3% 4.031
Close 4.279 4.219 -0.060 -1.4% 4.219
Range 0.189 0.095 -0.094 -49.7% 0.275
ATR 0.118 0.116 -0.002 -1.4% 0.000
Volume 74,072 77,761 3,689 5.0% 403,925
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.530 4.470 4.271
R3 4.435 4.375 4.245
R2 4.340 4.340 4.236
R1 4.280 4.280 4.228 4.263
PP 4.245 4.245 4.245 4.237
S1 4.185 4.185 4.210 4.168
S2 4.150 4.150 4.202
S3 4.055 4.090 4.193
S4 3.960 3.995 4.167
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.010 4.890 4.370
R3 4.735 4.615 4.295
R2 4.460 4.460 4.269
R1 4.340 4.340 4.244 4.400
PP 4.185 4.185 4.185 4.216
S1 4.065 4.065 4.194 4.125
S2 3.910 3.910 4.169
S3 3.635 3.790 4.143
S4 3.360 3.515 4.068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.306 4.031 0.275 6.5% 0.126 3.0% 68% True False 80,785
10 4.340 4.031 0.309 7.3% 0.114 2.7% 61% False False 60,297
20 4.697 4.031 0.666 15.8% 0.111 2.6% 28% False False 40,538
40 4.697 4.031 0.666 15.8% 0.114 2.7% 28% False False 29,565
60 5.106 4.031 1.075 25.5% 0.117 2.8% 17% False False 24,722
80 5.106 4.031 1.075 25.5% 0.115 2.7% 17% False False 21,293
100 5.106 4.031 1.075 25.5% 0.114 2.7% 17% False False 18,520
120 5.106 4.031 1.075 25.5% 0.112 2.7% 17% False False 16,212
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.035
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.710
2.618 4.555
1.618 4.460
1.000 4.401
0.618 4.365
HIGH 4.306
0.618 4.270
0.500 4.259
0.382 4.247
LOW 4.211
0.618 4.152
1.000 4.116
1.618 4.057
2.618 3.962
4.250 3.807
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 4.259 4.217
PP 4.245 4.214
S1 4.232 4.212

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

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