NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 4.403 4.398 -0.005 -0.1% 4.466
High 4.450 4.516 0.066 1.5% 4.537
Low 4.361 4.357 -0.004 -0.1% 4.255
Close 4.402 4.497 0.095 2.2% 4.330
Range 0.089 0.159 0.070 78.7% 0.282
ATR 0.106 0.110 0.004 3.5% 0.000
Volume 26,926 23,372 -3,554 -13.2% 109,343
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.934 4.874 4.584
R3 4.775 4.715 4.541
R2 4.616 4.616 4.526
R1 4.556 4.556 4.512 4.586
PP 4.457 4.457 4.457 4.472
S1 4.397 4.397 4.482 4.427
S2 4.298 4.298 4.468
S3 4.139 4.238 4.453
S4 3.980 4.079 4.410
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 4.516 4.253 0.263 5.8% 0.117 2.6% 93% True False 28,694
10 4.537 4.253 0.284 6.3% 0.106 2.4% 86% False False 22,905
20 4.871 4.253 0.618 13.7% 0.105 2.3% 39% False False 16,969
40 4.985 4.253 0.732 16.3% 0.110 2.4% 33% False False 13,086
60 5.283 4.253 1.030 22.9% 0.113 2.5% 24% False False 11,740
80 5.283 4.253 1.030 22.9% 0.112 2.5% 24% False False 10,444
100 5.283 4.253 1.030 22.9% 0.110 2.5% 24% False False 9,389
120 5.283 4.253 1.030 22.9% 0.109 2.4% 24% False False 8,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.192
2.618 4.932
1.618 4.773
1.000 4.675
0.618 4.614
HIGH 4.516
0.618 4.455
0.500 4.437
0.382 4.418
LOW 4.357
0.618 4.259
1.000 4.198
1.618 4.100
2.618 3.941
4.250 3.681
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 4.477 4.466
PP 4.457 4.435
S1 4.437 4.405

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

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