NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 4.298 4.329 0.031 0.7% 4.466
High 4.366 4.416 0.050 1.1% 4.537
Low 4.253 4.293 0.040 0.9% 4.255
Close 4.340 4.388 0.048 1.1% 4.330
Range 0.113 0.123 0.010 8.8% 0.282
ATR 0.106 0.108 0.001 1.1% 0.000
Volume 27,345 28,226 881 3.2% 109,343
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.735 4.684 4.456
R3 4.612 4.561 4.422
R2 4.489 4.489 4.411
R1 4.438 4.438 4.399 4.464
PP 4.366 4.366 4.366 4.378
S1 4.315 4.315 4.377 4.341
S2 4.243 4.243 4.365
S3 4.120 4.192 4.354
S4 3.997 4.069 4.320
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 4.488 4.253 0.235 5.4% 0.119 2.7% 57% False False 26,979
10 4.659 4.253 0.406 9.3% 0.098 2.2% 33% False False 19,424
20 4.871 4.253 0.618 14.1% 0.104 2.4% 22% False False 15,834
40 5.037 4.253 0.784 17.9% 0.108 2.5% 17% False False 12,294
60 5.283 4.253 1.030 23.5% 0.113 2.6% 13% False False 11,056
80 5.283 4.253 1.030 23.5% 0.111 2.5% 13% False False 9,959
100 5.283 4.253 1.030 23.5% 0.109 2.5% 13% False False 8,991
120 5.283 4.253 1.030 23.5% 0.108 2.5% 13% False False 7,966
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.939
2.618 4.738
1.618 4.615
1.000 4.539
0.618 4.492
HIGH 4.416
0.618 4.369
0.500 4.355
0.382 4.340
LOW 4.293
0.618 4.217
1.000 4.170
1.618 4.094
2.618 3.971
4.250 3.770
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 4.377 4.370
PP 4.366 4.352
S1 4.355 4.335

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

View Archives - Comment on this page... - Back to Index of Symbols