NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 4.200 4.245 0.045 1.1% 4.272
High 4.260 4.302 0.042 1.0% 4.336
Low 4.151 4.214 0.063 1.5% 4.151
Close 4.244 4.273 0.029 0.7% 4.273
Range 0.109 0.088 -0.021 -19.3% 0.185
ATR 0.106 0.104 -0.001 -1.2% 0.000
Volume 16,374 32,170 15,796 96.5% 99,656
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.527 4.488 4.321
R3 4.439 4.400 4.297
R2 4.351 4.351 4.289
R1 4.312 4.312 4.281 4.332
PP 4.263 4.263 4.263 4.273
S1 4.224 4.224 4.265 4.244
S2 4.175 4.175 4.257
S3 4.087 4.136 4.249
S4 3.999 4.048 4.225
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.808 4.726 4.375
R3 4.623 4.541 4.324
R2 4.438 4.438 4.307
R1 4.356 4.356 4.290 4.397
PP 4.253 4.253 4.253 4.274
S1 4.171 4.171 4.256 4.212
S2 4.068 4.068 4.239
S3 3.883 3.986 4.222
S4 3.698 3.801 4.171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.336 4.151 0.185 4.3% 0.104 2.4% 66% False False 19,931
10 4.440 4.151 0.289 6.8% 0.099 2.3% 42% False False 20,462
20 4.537 4.151 0.386 9.0% 0.103 2.4% 32% False False 22,545
40 4.871 4.151 0.720 16.8% 0.104 2.4% 17% False False 17,062
60 5.283 4.151 1.132 26.5% 0.110 2.6% 11% False False 14,505
80 5.283 4.151 1.132 26.5% 0.113 2.6% 11% False False 12,499
100 5.283 4.151 1.132 26.5% 0.109 2.5% 11% False False 11,140
120 5.283 4.151 1.132 26.5% 0.109 2.5% 11% False False 10,061
Crabel Price Patterns
NR True
NR4 True
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 0.027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.676
2.618 4.532
1.618 4.444
1.000 4.390
0.618 4.356
HIGH 4.302
0.618 4.268
0.500 4.258
0.382 4.248
LOW 4.214
0.618 4.160
1.000 4.126
1.618 4.072
2.618 3.984
4.250 3.840
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 4.268 4.259
PP 4.263 4.244
S1 4.258 4.230

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

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