NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 4.478 4.440 -0.038 -0.8% 4.668
High 4.488 4.440 -0.048 -1.1% 4.710
Low 4.401 4.267 -0.134 -3.0% 4.457
Close 4.425 4.297 -0.128 -2.9% 4.462
Range 0.087 0.173 0.086 98.9% 0.253
ATR 0.101 0.107 0.005 5.0% 0.000
Volume 18,835 22,892 4,057 21.5% 44,190
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.854 4.748 4.392
R3 4.681 4.575 4.345
R2 4.508 4.508 4.329
R1 4.402 4.402 4.313 4.369
PP 4.335 4.335 4.335 4.318
S1 4.229 4.229 4.281 4.196
S2 4.162 4.162 4.265
S3 3.989 4.056 4.249
S4 3.816 3.883 4.202
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 4.537 4.267 0.270 6.3% 0.095 2.2% 11% False True 17,116
10 4.726 4.267 0.459 10.7% 0.090 2.1% 7% False True 12,600
20 4.871 4.267 0.604 14.1% 0.103 2.4% 5% False True 13,210
40 5.283 4.267 1.016 23.6% 0.115 2.7% 3% False True 10,834
60 5.283 4.267 1.016 23.6% 0.113 2.6% 3% False True 9,839
80 5.283 4.267 1.016 23.6% 0.110 2.6% 3% False True 8,927
100 5.283 4.267 1.016 23.6% 0.110 2.6% 3% False True 8,162
120 5.283 4.267 1.016 23.6% 0.107 2.5% 3% False True 7,252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.175
2.618 4.893
1.618 4.720
1.000 4.613
0.618 4.547
HIGH 4.440
0.618 4.374
0.500 4.354
0.382 4.333
LOW 4.267
0.618 4.160
1.000 4.094
1.618 3.987
2.618 3.814
4.250 3.532
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 4.354 4.402
PP 4.335 4.367
S1 4.316 4.332

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

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