NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 4.045 4.018 -0.027 -0.7% 4.134
High 4.075 4.107 0.032 0.8% 4.205
Low 4.016 3.995 -0.021 -0.5% 4.016
Close 4.021 4.097 0.076 1.9% 4.021
Range 0.059 0.112 0.053 89.8% 0.189
ATR 0.102 0.103 0.001 0.7% 0.000
Volume 33,409 31,490 -1,919 -5.7% 183,902
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.402 4.362 4.159
R3 4.290 4.250 4.128
R2 4.178 4.178 4.118
R1 4.138 4.138 4.107 4.158
PP 4.066 4.066 4.066 4.077
S1 4.026 4.026 4.087 4.046
S2 3.954 3.954 4.076
S3 3.842 3.914 4.066
S4 3.730 3.802 4.035
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 3.995 0.210 5.1% 0.083 2.0% 49% False True 37,486
10 4.370 3.995 0.375 9.2% 0.098 2.4% 27% False True 34,199
20 4.450 3.995 0.455 11.1% 0.110 2.7% 22% False True 31,857
40 4.537 3.995 0.542 13.2% 0.106 2.6% 19% False True 27,201
60 4.871 3.995 0.876 21.4% 0.106 2.6% 12% False True 21,993
80 5.283 3.995 1.288 31.4% 0.110 2.7% 8% False True 18,843
100 5.283 3.995 1.288 31.4% 0.112 2.7% 8% False True 16,370
120 5.283 3.995 1.288 31.4% 0.109 2.7% 8% False True 14,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.583
2.618 4.400
1.618 4.288
1.000 4.219
0.618 4.176
HIGH 4.107
0.618 4.064
0.500 4.051
0.382 4.038
LOW 3.995
0.618 3.926
1.000 3.883
1.618 3.814
2.618 3.702
4.250 3.519
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 4.082 4.084
PP 4.066 4.071
S1 4.051 4.058

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

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