NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 4.259 4.317 0.058 1.4% 4.213
High 4.370 4.347 -0.023 -0.5% 4.341
Low 4.235 4.190 -0.045 -1.1% 4.172
Close 4.317 4.195 -0.122 -2.8% 4.196
Range 0.135 0.157 0.022 16.3% 0.169
ATR 0.116 0.119 0.003 2.6% 0.000
Volume 28,247 38,651 10,404 36.8% 143,686
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.715 4.612 4.281
R3 4.558 4.455 4.238
R2 4.401 4.401 4.224
R1 4.298 4.298 4.209 4.271
PP 4.244 4.244 4.244 4.231
S1 4.141 4.141 4.181 4.114
S2 4.087 4.087 4.166
S3 3.930 3.984 4.152
S4 3.773 3.827 4.109
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 4.370 4.120 0.250 6.0% 0.122 2.9% 30% False False 30,219
10 4.450 4.120 0.330 7.9% 0.125 3.0% 23% False False 32,637
20 4.450 4.120 0.330 7.9% 0.119 2.8% 23% False False 26,774
40 4.837 4.120 0.717 17.1% 0.110 2.6% 10% False False 22,710
60 4.871 4.120 0.751 17.9% 0.111 2.6% 10% False False 18,639
80 5.283 4.120 1.163 27.7% 0.114 2.7% 6% False False 16,382
100 5.283 4.120 1.163 27.7% 0.113 2.7% 6% False False 14,449
120 5.283 4.120 1.163 27.7% 0.111 2.7% 6% False False 12,891
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.014
2.618 4.758
1.618 4.601
1.000 4.504
0.618 4.444
HIGH 4.347
0.618 4.287
0.500 4.269
0.382 4.250
LOW 4.190
0.618 4.093
1.000 4.033
1.618 3.936
2.618 3.779
4.250 3.523
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 4.269 4.263
PP 4.244 4.240
S1 4.220 4.218

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

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