NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 4.315 4.311 -0.004 -0.1% 4.390
High 4.350 4.333 -0.017 -0.4% 4.440
Low 4.217 4.268 0.051 1.2% 4.217
Close 4.271 4.307 0.036 0.8% 4.307
Range 0.133 0.065 -0.068 -51.1% 0.223
ATR 0.107 0.104 -0.003 -2.8% 0.000
Volume 19,631 23,826 4,195 21.4% 104,966
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.498 4.467 4.343
R3 4.433 4.402 4.325
R2 4.368 4.368 4.319
R1 4.337 4.337 4.313 4.320
PP 4.303 4.303 4.303 4.294
S1 4.272 4.272 4.301 4.255
S2 4.238 4.238 4.295
S3 4.173 4.207 4.289
S4 4.108 4.142 4.271
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.990 4.872 4.430
R3 4.767 4.649 4.368
R2 4.544 4.544 4.348
R1 4.426 4.426 4.327 4.374
PP 4.321 4.321 4.321 4.295
S1 4.203 4.203 4.287 4.151
S2 4.098 4.098 4.266
S3 3.875 3.980 4.246
S4 3.652 3.757 4.184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.440 4.217 0.223 5.2% 0.094 2.2% 40% False False 20,993
10 4.516 4.217 0.299 6.9% 0.104 2.4% 30% False False 24,191
20 4.710 4.217 0.493 11.4% 0.098 2.3% 18% False False 19,772
40 4.871 4.217 0.654 15.2% 0.104 2.4% 14% False False 15,394
60 5.283 4.217 1.066 24.8% 0.112 2.6% 8% False False 13,524
80 5.283 4.217 1.066 24.8% 0.112 2.6% 8% False False 11,815
100 5.283 4.217 1.066 24.8% 0.109 2.5% 8% False False 10,419
120 5.283 4.217 1.066 24.8% 0.108 2.5% 8% False False 9,380
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 0.032
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.609
2.618 4.503
1.618 4.438
1.000 4.398
0.618 4.373
HIGH 4.333
0.618 4.308
0.500 4.301
0.382 4.293
LOW 4.268
0.618 4.228
1.000 4.203
1.618 4.163
2.618 4.098
4.250 3.992
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 4.305 4.299
PP 4.303 4.291
S1 4.301 4.284

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

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