NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 4.036 3.990 -0.046 -1.1% 4.163
High 4.060 4.128 0.068 1.7% 4.215
Low 3.986 3.971 -0.015 -0.4% 3.992
Close 3.991 4.070 0.079 2.0% 4.075
Range 0.074 0.157 0.083 112.2% 0.223
ATR 0.110 0.114 0.003 3.0% 0.000
Volume 17,567 32,305 14,738 83.9% 177,158
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.527 4.456 4.156
R3 4.370 4.299 4.113
R2 4.213 4.213 4.099
R1 4.142 4.142 4.084 4.178
PP 4.056 4.056 4.056 4.074
S1 3.985 3.985 4.056 4.021
S2 3.899 3.899 4.041
S3 3.742 3.828 4.027
S4 3.585 3.671 3.984
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.763 4.642 4.198
R3 4.540 4.419 4.136
R2 4.317 4.317 4.116
R1 4.196 4.196 4.095 4.145
PP 4.094 4.094 4.094 4.069
S1 3.973 3.973 4.055 3.922
S2 3.871 3.871 4.034
S3 3.648 3.750 4.014
S4 3.425 3.527 3.952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.129 3.971 0.158 3.9% 0.103 2.5% 63% False True 33,048
10 4.306 3.971 0.335 8.2% 0.112 2.8% 30% False True 46,356
20 4.495 3.971 0.524 12.9% 0.108 2.7% 19% False True 44,936
40 4.697 3.971 0.726 17.8% 0.115 2.8% 14% False True 33,252
60 5.106 3.971 1.135 27.9% 0.114 2.8% 9% False True 27,632
80 5.106 3.971 1.135 27.9% 0.116 2.8% 9% False True 23,326
100 5.106 3.971 1.135 27.9% 0.112 2.7% 9% False True 20,206
120 5.106 3.971 1.135 27.9% 0.112 2.8% 9% False True 17,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.795
2.618 4.539
1.618 4.382
1.000 4.285
0.618 4.225
HIGH 4.128
0.618 4.068
0.500 4.050
0.382 4.031
LOW 3.971
0.618 3.874
1.000 3.814
1.618 3.717
2.618 3.560
4.250 3.304
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 4.063 4.063
PP 4.056 4.056
S1 4.050 4.050

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

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