NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 4.398 4.488 0.090 2.0% 4.298
High 4.516 4.515 -0.001 0.0% 4.516
Low 4.357 4.433 0.076 1.7% 4.253
Close 4.497 4.441 -0.056 -1.2% 4.441
Range 0.159 0.082 -0.077 -48.4% 0.263
ATR 0.110 0.108 -0.002 -1.8% 0.000
Volume 23,372 31,077 7,705 33.0% 136,946
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.709 4.657 4.486
R3 4.627 4.575 4.464
R2 4.545 4.545 4.456
R1 4.493 4.493 4.449 4.478
PP 4.463 4.463 4.463 4.456
S1 4.411 4.411 4.433 4.396
S2 4.381 4.381 4.426
S3 4.299 4.329 4.418
S4 4.217 4.247 4.396
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.192 5.080 4.586
R3 4.929 4.817 4.513
R2 4.666 4.666 4.489
R1 4.554 4.554 4.465 4.610
PP 4.403 4.403 4.403 4.432
S1 4.291 4.291 4.417 4.347
S2 4.140 4.140 4.393
S3 3.877 4.028 4.369
S4 3.614 3.765 4.296
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 5.9% 0.113 2.5% 71% False False 27,389
10 4.537 4.253 0.284 6.4% 0.106 2.4% 66% False False 24,628
20 4.871 4.253 0.618 13.9% 0.103 2.3% 30% False False 17,696
40 4.871 4.253 0.618 13.9% 0.108 2.4% 30% False False 13,707
60 5.283 4.253 1.030 23.2% 0.114 2.6% 18% False False 12,140
80 5.283 4.253 1.030 23.2% 0.111 2.5% 18% False False 10,769
100 5.283 4.253 1.030 23.2% 0.110 2.5% 18% False False 9,675
120 5.283 4.253 1.030 23.2% 0.109 2.5% 18% False False 8,599
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.864
2.618 4.730
1.618 4.648
1.000 4.597
0.618 4.566
HIGH 4.515
0.618 4.484
0.500 4.474
0.382 4.464
LOW 4.433
0.618 4.382
1.000 4.351
1.618 4.300
2.618 4.218
4.250 4.085
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 4.474 4.440
PP 4.463 4.438
S1 4.452 4.437

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

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