NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 4.412 4.323 -0.089 -2.0% 4.298
High 4.414 4.350 -0.064 -1.4% 4.516
Low 4.307 4.275 -0.032 -0.7% 4.253
Close 4.322 4.313 -0.009 -0.2% 4.441
Range 0.107 0.075 -0.032 -29.9% 0.263
ATR 0.107 0.105 -0.002 -2.1% 0.000
Volume 20,528 24,619 4,091 19.9% 136,946
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.538 4.500 4.354
R3 4.463 4.425 4.334
R2 4.388 4.388 4.327
R1 4.350 4.350 4.320 4.332
PP 4.313 4.313 4.313 4.303
S1 4.275 4.275 4.306 4.257
S2 4.238 4.238 4.299
S3 4.163 4.200 4.292
S4 4.088 4.125 4.272
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 4.275 0.241 5.6% 0.103 2.4% 16% False True 23,191
10 4.516 4.253 0.263 6.1% 0.111 2.6% 23% False False 25,894
20 4.837 4.253 0.584 13.5% 0.101 2.3% 10% False False 18,645
40 4.871 4.253 0.618 14.3% 0.106 2.5% 10% False False 14,571
60 5.283 4.253 1.030 23.9% 0.112 2.6% 6% False False 12,918
80 5.283 4.253 1.030 23.9% 0.112 2.6% 6% False False 11,367
100 5.283 4.253 1.030 23.9% 0.110 2.5% 6% False False 10,115
120 5.283 4.253 1.030 23.9% 0.108 2.5% 6% False False 9,060
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.030
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.669
2.618 4.546
1.618 4.471
1.000 4.425
0.618 4.396
HIGH 4.350
0.618 4.321
0.500 4.313
0.382 4.304
LOW 4.275
0.618 4.229
1.000 4.200
1.618 4.154
2.618 4.079
4.250 3.956
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 4.313 4.358
PP 4.313 4.343
S1 4.313 4.328

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

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