NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 4.297 4.298 0.001 0.0% 4.466
High 4.354 4.366 0.012 0.3% 4.537
Low 4.255 4.253 -0.002 0.0% 4.255
Close 4.330 4.340 0.010 0.2% 4.330
Range 0.099 0.113 0.014 14.1% 0.282
ATR 0.106 0.106 0.001 0.5% 0.000
Volume 37,601 27,345 -10,256 -27.3% 109,343
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.659 4.612 4.402
R3 4.546 4.499 4.371
R2 4.433 4.433 4.361
R1 4.386 4.386 4.350 4.410
PP 4.320 4.320 4.320 4.331
S1 4.273 4.273 4.330 4.297
S2 4.207 4.207 4.319
S3 4.094 4.160 4.309
S4 3.981 4.047 4.278
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.220 5.057 4.485
R3 4.938 4.775 4.408
R2 4.656 4.656 4.382
R1 4.493 4.493 4.356 4.434
PP 4.374 4.374 4.374 4.344
S1 4.211 4.211 4.304 4.152
S2 4.092 4.092 4.278
S3 3.810 3.929 4.252
S4 3.528 3.647 4.175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.537 4.253 0.284 6.5% 0.110 2.5% 31% False True 24,590
10 4.659 4.253 0.406 9.4% 0.093 2.1% 21% False True 17,433
20 4.871 4.253 0.618 14.2% 0.103 2.4% 14% False True 15,024
40 5.156 4.253 0.903 20.8% 0.109 2.5% 10% False True 11,801
60 5.283 4.253 1.030 23.7% 0.113 2.6% 8% False True 10,676
80 5.283 4.253 1.030 23.7% 0.111 2.6% 8% False True 9,653
100 5.283 4.253 1.030 23.7% 0.110 2.5% 8% False True 8,740
120 5.283 4.253 1.030 23.7% 0.108 2.5% 8% False True 7,748
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.846
2.618 4.662
1.618 4.549
1.000 4.479
0.618 4.436
HIGH 4.366
0.618 4.323
0.500 4.310
0.382 4.296
LOW 4.253
0.618 4.183
1.000 4.140
1.618 4.070
2.618 3.957
4.250 3.773
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 4.330 4.347
PP 4.320 4.344
S1 4.310 4.342

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

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