NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 4.194 4.094 -0.100 -2.4% 4.086
High 4.201 4.129 -0.072 -1.7% 4.306
Low 4.075 4.045 -0.030 -0.7% 4.031
Close 4.090 4.084 -0.006 -0.1% 4.219
Range 0.126 0.084 -0.042 -33.3% 0.275
ATR 0.116 0.114 -0.002 -2.0% 0.000
Volume 32,959 44,298 11,339 34.4% 403,925
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.338 4.295 4.130
R3 4.254 4.211 4.107
R2 4.170 4.170 4.099
R1 4.127 4.127 4.092 4.107
PP 4.086 4.086 4.086 4.076
S1 4.043 4.043 4.076 4.023
S2 4.002 4.002 4.069
S3 3.918 3.959 4.061
S4 3.834 3.875 4.038
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 4.045 0.261 6.4% 0.118 2.9% 15% False True 51,584
10 4.306 4.031 0.275 6.7% 0.121 3.0% 19% False False 62,331
20 4.670 4.031 0.639 15.6% 0.111 2.7% 8% False False 42,645
40 4.697 4.031 0.666 16.3% 0.115 2.8% 8% False False 31,318
60 5.106 4.031 1.075 26.3% 0.115 2.8% 5% False False 26,170
80 5.106 4.031 1.075 26.3% 0.116 2.8% 5% False False 22,333
100 5.106 4.031 1.075 26.3% 0.113 2.8% 5% False False 19,329
120 5.106 4.031 1.075 26.3% 0.112 2.7% 5% False False 17,010
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.037
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.486
2.618 4.349
1.618 4.265
1.000 4.213
0.618 4.181
HIGH 4.129
0.618 4.097
0.500 4.087
0.382 4.077
LOW 4.045
0.618 3.993
1.000 3.961
1.618 3.909
2.618 3.825
4.250 3.688
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 4.087 4.130
PP 4.086 4.115
S1 4.085 4.099

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

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