NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 4.263 4.386 0.123 2.9% 4.272
High 4.397 4.450 0.053 1.2% 4.336
Low 4.196 4.305 0.109 2.6% 4.151
Close 4.386 4.381 -0.005 -0.1% 4.273
Range 0.201 0.145 -0.056 -27.9% 0.185
ATR 0.112 0.114 0.002 2.1% 0.000
Volume 30,137 27,092 -3,045 -10.1% 99,656
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.814 4.742 4.461
R3 4.669 4.597 4.421
R2 4.524 4.524 4.408
R1 4.452 4.452 4.394 4.416
PP 4.379 4.379 4.379 4.360
S1 4.307 4.307 4.368 4.271
S2 4.234 4.234 4.354
S3 4.089 4.162 4.341
S4 3.944 4.017 4.301
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 4.450 4.134 0.316 7.2% 0.129 2.9% 78% True False 25,053
10 4.450 4.134 0.316 7.2% 0.114 2.6% 78% True False 21,657
20 4.516 4.134 0.382 8.7% 0.111 2.5% 65% False False 23,613
40 4.871 4.134 0.737 16.8% 0.107 2.4% 34% False False 18,412
60 5.283 4.134 1.149 26.2% 0.114 2.6% 21% False False 15,093
80 5.283 4.134 1.149 26.2% 0.112 2.6% 21% False False 13,282
100 5.283 4.134 1.149 26.2% 0.111 2.5% 21% False False 11,864
120 5.283 4.134 1.149 26.2% 0.110 2.5% 21% False False 10,737
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 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.066
2.618 4.830
1.618 4.685
1.000 4.595
0.618 4.540
HIGH 4.450
0.618 4.395
0.500 4.378
0.382 4.360
LOW 4.305
0.618 4.215
1.000 4.160
1.618 4.070
2.618 3.925
4.250 3.689
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 4.380 4.351
PP 4.379 4.322
S1 4.378 4.292

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

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