NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 4.535 4.466 -0.069 -1.5% 4.668
High 4.535 4.517 -0.018 -0.4% 4.710
Low 4.457 4.461 0.004 0.1% 4.457
Close 4.462 4.505 0.043 1.0% 4.462
Range 0.078 0.056 -0.022 -28.2% 0.253
ATR 0.108 0.104 -0.004 -3.4% 0.000
Volume 13,842 13,737 -105 -0.8% 44,190
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.662 4.640 4.536
R3 4.606 4.584 4.520
R2 4.550 4.550 4.515
R1 4.528 4.528 4.510 4.539
PP 4.494 4.494 4.494 4.500
S1 4.472 4.472 4.500 4.483
S2 4.438 4.438 4.495
S3 4.382 4.416 4.490
S4 4.326 4.360 4.474
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.302 5.135 4.601
R3 5.049 4.882 4.532
R2 4.796 4.796 4.508
R1 4.629 4.629 4.485 4.586
PP 4.543 4.543 4.543 4.522
S1 4.376 4.376 4.439 4.333
S2 4.290 4.290 4.416
S3 4.037 4.123 4.392
S4 3.784 3.870 4.323
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.659 4.457 0.202 4.5% 0.075 1.7% 24% False False 10,276
10 4.851 4.457 0.394 8.7% 0.094 2.1% 12% False False 10,122
20 4.871 4.457 0.414 9.2% 0.106 2.3% 12% False False 11,673
40 5.283 4.457 0.826 18.3% 0.113 2.5% 6% False False 10,339
60 5.283 4.457 0.826 18.3% 0.112 2.5% 6% False False 9,291
80 5.283 4.457 0.826 18.3% 0.110 2.4% 6% False False 8,395
100 5.283 4.457 0.826 18.3% 0.110 2.4% 6% False False 7,667
120 5.283 4.457 0.826 18.3% 0.106 2.3% 6% False False 6,826
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.755
2.618 4.664
1.618 4.608
1.000 4.573
0.618 4.552
HIGH 4.517
0.618 4.496
0.500 4.489
0.382 4.482
LOW 4.461
0.618 4.426
1.000 4.405
1.618 4.370
2.618 4.314
4.250 4.223
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 4.500 4.544
PP 4.494 4.531
S1 4.489 4.518

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

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