NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 4.254 4.151 -0.103 -2.4% 4.213
High 4.268 4.202 -0.066 -1.5% 4.341
Low 4.172 4.120 -0.052 -1.2% 4.172
Close 4.196 4.172 -0.024 -0.6% 4.196
Range 0.096 0.082 -0.014 -14.6% 0.169
ATR 0.114 0.112 -0.002 -2.0% 0.000
Volume 26,907 26,956 49 0.2% 143,686
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.411 4.373 4.217
R3 4.329 4.291 4.195
R2 4.247 4.247 4.187
R1 4.209 4.209 4.180 4.228
PP 4.165 4.165 4.165 4.174
S1 4.127 4.127 4.164 4.146
S2 4.083 4.083 4.157
S3 4.001 4.045 4.149
S4 3.919 3.963 4.127
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.743 4.639 4.289
R3 4.574 4.470 4.242
R2 4.405 4.405 4.227
R1 4.301 4.301 4.211 4.269
PP 4.236 4.236 4.236 4.220
S1 4.132 4.132 4.181 4.100
S2 4.067 4.067 4.165
S3 3.898 3.963 4.150
S4 3.729 3.794 4.103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.341 4.120 0.221 5.3% 0.095 2.3% 24% False True 34,128
10 4.450 4.120 0.330 7.9% 0.123 2.9% 16% False True 29,514
20 4.450 4.120 0.330 7.9% 0.111 2.7% 16% False True 24,988
40 4.871 4.120 0.751 18.0% 0.107 2.6% 7% False True 21,342
60 4.871 4.120 0.751 18.0% 0.109 2.6% 7% False True 17,467
80 5.283 4.120 1.163 27.9% 0.113 2.7% 4% False True 15,352
100 5.283 4.120 1.163 27.9% 0.111 2.7% 4% False True 13,613
120 5.283 4.120 1.163 27.9% 0.110 2.6% 4% False True 12,227
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 4.551
2.618 4.417
1.618 4.335
1.000 4.284
0.618 4.253
HIGH 4.202
0.618 4.171
0.500 4.161
0.382 4.151
LOW 4.120
0.618 4.069
1.000 4.038
1.618 3.987
2.618 3.905
4.250 3.772
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 4.168 4.214
PP 4.165 4.200
S1 4.161 4.186

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

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