NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 4.091 4.045 -0.046 -1.1% 4.134
High 4.120 4.075 -0.045 -1.1% 4.205
Low 4.023 4.016 -0.007 -0.2% 4.016
Close 4.045 4.021 -0.024 -0.6% 4.021
Range 0.097 0.059 -0.038 -39.2% 0.189
ATR 0.105 0.102 -0.003 -3.1% 0.000
Volume 54,240 33,409 -20,831 -38.4% 183,902
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.214 4.177 4.053
R3 4.155 4.118 4.037
R2 4.096 4.096 4.032
R1 4.059 4.059 4.026 4.048
PP 4.037 4.037 4.037 4.032
S1 4.000 4.000 4.016 3.989
S2 3.978 3.978 4.010
S3 3.919 3.941 4.005
S4 3.860 3.882 3.989
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.648 4.523 4.125
R3 4.459 4.334 4.073
R2 4.270 4.270 4.056
R1 4.145 4.145 4.038 4.113
PP 4.081 4.081 4.081 4.065
S1 3.956 3.956 4.004 3.924
S2 3.892 3.892 3.986
S3 3.703 3.767 3.969
S4 3.514 3.578 3.917
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.205 4.016 0.189 4.7% 0.073 1.8% 3% False True 36,780
10 4.370 4.016 0.354 8.8% 0.095 2.4% 1% False True 33,746
20 4.450 4.016 0.434 10.8% 0.109 2.7% 1% False True 31,891
40 4.537 4.016 0.521 13.0% 0.106 2.6% 1% False True 26,760
60 4.871 4.016 0.855 21.3% 0.108 2.7% 1% False True 21,581
80 5.283 4.016 1.267 31.5% 0.110 2.7% 0% False True 18,535
100 5.283 4.016 1.267 31.5% 0.112 2.8% 0% False True 16,107
120 5.283 4.016 1.267 31.5% 0.109 2.7% 0% False True 14,376
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 0.022
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 4.326
2.618 4.229
1.618 4.170
1.000 4.134
0.618 4.111
HIGH 4.075
0.618 4.052
0.500 4.046
0.382 4.039
LOW 4.016
0.618 3.980
1.000 3.957
1.618 3.921
2.618 3.862
4.250 3.765
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 4.046 4.081
PP 4.037 4.061
S1 4.029 4.041

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

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