NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 4.223 4.288 0.065 1.5% 4.390
High 4.336 4.309 -0.027 -0.6% 4.440
Low 4.206 4.194 -0.012 -0.3% 4.217
Close 4.276 4.203 -0.073 -1.7% 4.307
Range 0.130 0.115 -0.015 -11.5% 0.223
ATR 0.105 0.105 0.001 0.7% 0.000
Volume 15,679 24,727 9,048 57.7% 104,966
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.580 4.507 4.266
R3 4.465 4.392 4.235
R2 4.350 4.350 4.224
R1 4.277 4.277 4.214 4.256
PP 4.235 4.235 4.235 4.225
S1 4.162 4.162 4.192 4.141
S2 4.120 4.120 4.182
S3 4.005 4.047 4.171
S4 3.890 3.932 4.140
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 4.194 0.156 3.7% 0.104 2.5% 6% False True 18,913
10 4.516 4.194 0.322 7.7% 0.104 2.5% 3% False True 21,052
20 4.630 4.194 0.436 10.4% 0.102 2.4% 2% False True 21,223
40 4.871 4.194 0.677 16.1% 0.106 2.5% 1% False True 16,225
60 5.283 4.194 1.089 25.9% 0.110 2.6% 1% False True 14,035
80 5.283 4.194 1.089 25.9% 0.112 2.7% 1% False True 12,136
100 5.283 4.194 1.089 25.9% 0.108 2.6% 1% False True 10,762
120 5.283 4.194 1.089 25.9% 0.109 2.6% 1% False True 9,713
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.798
2.618 4.610
1.618 4.495
1.000 4.424
0.618 4.380
HIGH 4.309
0.618 4.265
0.500 4.252
0.382 4.238
LOW 4.194
0.618 4.123
1.000 4.079
1.618 4.008
2.618 3.893
4.250 3.705
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 4.252 4.265
PP 4.235 4.244
S1 4.219 4.224

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

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