NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 4.505 4.478 -0.027 -0.6% 4.668
High 4.537 4.488 -0.049 -1.1% 4.710
Low 4.457 4.401 -0.056 -1.3% 4.457
Close 4.478 4.425 -0.053 -1.2% 4.462
Range 0.080 0.087 0.007 8.8% 0.253
ATR 0.102 0.101 -0.001 -1.1% 0.000
Volume 16,278 18,835 2,557 15.7% 44,190
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.699 4.649 4.473
R3 4.612 4.562 4.449
R2 4.525 4.525 4.441
R1 4.475 4.475 4.433 4.457
PP 4.438 4.438 4.438 4.429
S1 4.388 4.388 4.417 4.370
S2 4.351 4.351 4.409
S3 4.264 4.301 4.401
S4 4.177 4.214 4.377
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 4.630 4.401 0.229 5.2% 0.083 1.9% 10% False True 14,190
10 4.837 4.401 0.436 9.9% 0.092 2.1% 6% False True 11,396
20 4.871 4.401 0.470 10.6% 0.102 2.3% 5% False True 12,618
40 5.283 4.401 0.882 19.9% 0.113 2.5% 3% False True 10,576
60 5.283 4.401 0.882 19.9% 0.111 2.5% 3% False True 9,551
80 5.283 4.401 0.882 19.9% 0.110 2.5% 3% False True 8,693
100 5.283 4.401 0.882 19.9% 0.109 2.5% 3% False True 7,960
120 5.283 4.401 0.882 19.9% 0.106 2.4% 3% False True 7,084
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.858
2.618 4.716
1.618 4.629
1.000 4.575
0.618 4.542
HIGH 4.488
0.618 4.455
0.500 4.445
0.382 4.434
LOW 4.401
0.618 4.347
1.000 4.314
1.618 4.260
2.618 4.173
4.250 4.031
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 4.445 4.469
PP 4.438 4.454
S1 4.432 4.440

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

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