NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 3.654 3.565 -0.089 -2.4% 3.765
High 3.692 3.636 -0.056 -1.5% 3.926
Low 3.553 3.512 -0.041 -1.2% 3.663
Close 3.570 3.598 0.028 0.8% 3.666
Range 0.139 0.124 -0.015 -10.8% 0.263
ATR 0.113 0.114 0.001 0.7% 0.000
Volume 101,899 145,001 43,102 42.3% 536,262
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 3.954 3.900 3.666
R3 3.830 3.776 3.632
R2 3.706 3.706 3.621
R1 3.652 3.652 3.609 3.679
PP 3.582 3.582 3.582 3.596
S1 3.528 3.528 3.587 3.555
S2 3.458 3.458 3.575
S3 3.334 3.404 3.564
S4 3.210 3.280 3.530
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.541 4.366 3.811
R3 4.278 4.103 3.738
R2 4.015 4.015 3.714
R1 3.840 3.840 3.690 3.796
PP 3.752 3.752 3.752 3.730
S1 3.577 3.577 3.642 3.533
S2 3.489 3.489 3.618
S3 3.226 3.314 3.594
S4 2.963 3.051 3.521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.792 3.512 0.280 7.8% 0.113 3.1% 31% False True 108,193
10 3.926 3.512 0.414 11.5% 0.111 3.1% 21% False True 103,957
20 4.175 3.512 0.663 18.4% 0.110 3.1% 13% False True 84,662
40 4.306 3.512 0.794 22.1% 0.116 3.2% 11% False True 62,672
60 4.697 3.512 1.185 32.9% 0.115 3.2% 7% False True 53,699
80 4.817 3.512 1.305 36.3% 0.114 3.2% 7% False True 44,518
100 5.106 3.512 1.594 44.3% 0.116 3.2% 5% False True 38,529
120 5.106 3.512 1.594 44.3% 0.115 3.2% 5% False True 33,898
Crabel Price Patterns
NR True
NR4 False
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.163
2.618 3.961
1.618 3.837
1.000 3.760
0.618 3.713
HIGH 3.636
0.618 3.589
0.500 3.574
0.382 3.559
LOW 3.512
0.618 3.435
1.000 3.388
1.618 3.311
2.618 3.187
4.250 2.985
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 3.590 3.602
PP 3.582 3.601
S1 3.574 3.599

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

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