NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 4.272 4.223 -0.049 -1.1% 4.390
High 4.294 4.336 0.042 1.0% 4.440
Low 4.215 4.206 -0.009 -0.2% 4.217
Close 4.225 4.276 0.051 1.2% 4.307
Range 0.079 0.130 0.051 64.6% 0.223
ATR 0.103 0.105 0.002 1.9% 0.000
Volume 10,706 15,679 4,973 46.5% 104,966
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.663 4.599 4.348
R3 4.533 4.469 4.312
R2 4.403 4.403 4.300
R1 4.339 4.339 4.288 4.371
PP 4.273 4.273 4.273 4.289
S1 4.209 4.209 4.264 4.241
S2 4.143 4.143 4.252
S3 4.013 4.079 4.240
S4 3.883 3.949 4.205
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 4.350 4.206 0.144 3.4% 0.096 2.3% 49% False True 18,892
10 4.516 4.206 0.310 7.2% 0.101 2.4% 23% False True 21,272
20 4.659 4.206 0.453 10.6% 0.100 2.3% 15% False True 20,348
40 4.871 4.206 0.665 15.6% 0.106 2.5% 11% False True 15,723
60 5.283 4.206 1.077 25.2% 0.110 2.6% 6% False True 13,768
80 5.283 4.206 1.077 25.2% 0.112 2.6% 6% False True 11,988
100 5.283 4.206 1.077 25.2% 0.108 2.5% 6% False True 10,575
120 5.283 4.206 1.077 25.2% 0.108 2.5% 6% False True 9,529
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.889
2.618 4.676
1.618 4.546
1.000 4.466
0.618 4.416
HIGH 4.336
0.618 4.286
0.500 4.271
0.382 4.256
LOW 4.206
0.618 4.126
1.000 4.076
1.618 3.996
2.618 3.866
4.250 3.654
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 4.274 4.274
PP 4.273 4.273
S1 4.271 4.271

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

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