NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 4.245 4.280 0.035 0.8% 4.272
High 4.302 4.280 -0.022 -0.5% 4.336
Low 4.214 4.186 -0.028 -0.7% 4.151
Close 4.273 4.187 -0.086 -2.0% 4.273
Range 0.088 0.094 0.006 6.8% 0.185
ATR 0.104 0.104 -0.001 -0.7% 0.000
Volume 32,170 18,079 -14,091 -43.8% 99,656
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.500 4.437 4.239
R3 4.406 4.343 4.213
R2 4.312 4.312 4.204
R1 4.249 4.249 4.196 4.234
PP 4.218 4.218 4.218 4.210
S1 4.155 4.155 4.178 4.140
S2 4.124 4.124 4.170
S3 4.030 4.061 4.161
S4 3.936 3.967 4.135
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 4.4% 0.107 2.6% 19% False False 21,405
10 4.414 4.151 0.263 6.3% 0.100 2.4% 14% False False 20,633
20 4.537 4.151 0.386 9.2% 0.105 2.5% 9% False False 22,762
40 4.871 4.151 0.720 17.2% 0.105 2.5% 5% False False 17,218
60 5.283 4.151 1.132 27.0% 0.110 2.6% 3% False False 14,480
80 5.283 4.151 1.132 27.0% 0.110 2.6% 3% False False 12,659
100 5.283 4.151 1.132 27.0% 0.109 2.6% 3% False False 11,268
120 5.283 4.151 1.132 27.0% 0.109 2.6% 3% False False 10,183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.680
2.618 4.526
1.618 4.432
1.000 4.374
0.618 4.338
HIGH 4.280
0.618 4.244
0.500 4.233
0.382 4.222
LOW 4.186
0.618 4.128
1.000 4.092
1.618 4.034
2.618 3.940
4.250 3.787
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 4.233 4.227
PP 4.218 4.213
S1 4.202 4.200

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

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