NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 3.775 3.930 0.155 4.1% 3.838
High 3.940 3.978 0.038 1.0% 3.940
Low 3.771 3.852 0.081 2.1% 3.724
Close 3.923 3.934 0.011 0.3% 3.923
Range 0.169 0.126 -0.043 -25.4% 0.216
ATR 0.115 0.116 0.001 0.7% 0.000
Volume 159,448 83,267 -76,181 -47.8% 528,645
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.299 4.243 4.003
R3 4.173 4.117 3.969
R2 4.047 4.047 3.957
R1 3.991 3.991 3.946 4.019
PP 3.921 3.921 3.921 3.936
S1 3.865 3.865 3.922 3.893
S2 3.795 3.795 3.911
S3 3.669 3.739 3.899
S4 3.543 3.613 3.865
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.510 4.433 4.042
R3 4.294 4.217 3.982
R2 4.078 4.078 3.963
R1 4.001 4.001 3.943 4.040
PP 3.862 3.862 3.862 3.882
S1 3.785 3.785 3.903 3.824
S2 3.646 3.646 3.883
S3 3.430 3.569 3.864
S4 3.214 3.353 3.804
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.978 3.724 0.254 6.5% 0.128 3.3% 83% True False 112,076
10 3.978 3.724 0.254 6.5% 0.116 2.9% 83% True False 89,392
20 4.039 3.724 0.315 8.0% 0.113 2.9% 67% False False 80,169
40 4.370 3.724 0.646 16.4% 0.107 2.7% 33% False False 58,160
60 4.516 3.724 0.792 20.1% 0.110 2.8% 27% False False 46,541
80 4.871 3.724 1.147 29.2% 0.108 2.7% 18% False False 38,474
100 5.156 3.724 1.432 36.4% 0.109 2.8% 15% False False 32,539
120 5.283 3.724 1.559 39.6% 0.111 2.8% 13% False False 28,433
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.514
2.618 4.308
1.618 4.182
1.000 4.104
0.618 4.056
HIGH 3.978
0.618 3.930
0.500 3.915
0.382 3.900
LOW 3.852
0.618 3.774
1.000 3.726
1.618 3.648
2.618 3.522
4.250 3.317
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 3.928 3.906
PP 3.921 3.879
S1 3.915 3.851

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

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