NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 4.170 4.138 -0.032 -0.8% 4.151
High 4.205 4.146 -0.059 -1.4% 4.370
Low 4.128 4.078 -0.050 -1.2% 4.120
Close 4.142 4.099 -0.043 -1.0% 4.155
Range 0.077 0.068 -0.009 -11.7% 0.250
ATR 0.109 0.106 -0.003 -2.7% 0.000
Volume 27,508 40,783 13,275 48.3% 153,560
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.312 4.273 4.136
R3 4.244 4.205 4.118
R2 4.176 4.176 4.111
R1 4.137 4.137 4.105 4.123
PP 4.108 4.108 4.108 4.100
S1 4.069 4.069 4.093 4.055
S2 4.040 4.040 4.087
S3 3.972 4.001 4.080
S4 3.904 3.933 4.062
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.965 4.810 4.293
R3 4.715 4.560 4.224
R2 4.465 4.465 4.201
R1 4.310 4.310 4.178 4.388
PP 4.215 4.215 4.215 4.254
S1 4.060 4.060 4.132 4.138
S2 3.965 3.965 4.109
S3 3.715 3.810 4.086
S4 3.465 3.560 4.018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.347 4.078 0.269 6.6% 0.086 2.1% 8% False True 32,855
10 4.370 4.078 0.292 7.1% 0.097 2.4% 7% False True 31,913
20 4.450 4.078 0.372 9.1% 0.113 2.7% 6% False True 29,563
40 4.659 4.078 0.581 14.2% 0.106 2.6% 4% False True 24,956
60 4.871 4.078 0.793 19.3% 0.108 2.6% 3% False True 20,336
80 5.283 4.078 1.205 29.4% 0.111 2.7% 2% False True 17,717
100 5.283 4.078 1.205 29.4% 0.112 2.7% 2% False True 15,503
120 5.283 4.078 1.205 29.4% 0.109 2.7% 2% False True 13,740
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.435
2.618 4.324
1.618 4.256
1.000 4.214
0.618 4.188
HIGH 4.146
0.618 4.120
0.500 4.112
0.382 4.104
LOW 4.078
0.618 4.036
1.000 4.010
1.618 3.968
2.618 3.900
4.250 3.789
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 4.112 4.142
PP 4.108 4.127
S1 4.103 4.113

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

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