NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 3.932 3.772 -0.160 -4.1% 3.838
High 3.955 3.804 -0.151 -3.8% 3.940
Low 3.760 3.730 -0.030 -0.8% 3.724
Close 3.781 3.749 -0.032 -0.8% 3.923
Range 0.195 0.074 -0.121 -62.1% 0.216
ATR 0.121 0.118 -0.003 -2.8% 0.000
Volume 134,159 75,982 -58,177 -43.4% 528,645
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.983 3.940 3.790
R3 3.909 3.866 3.769
R2 3.835 3.835 3.763
R1 3.792 3.792 3.756 3.777
PP 3.761 3.761 3.761 3.753
S1 3.718 3.718 3.742 3.703
S2 3.687 3.687 3.735
S3 3.613 3.644 3.729
S4 3.539 3.570 3.708
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 6.8% 0.135 3.6% 10% False False 120,502
10 3.978 3.724 0.254 6.8% 0.122 3.2% 10% False False 97,619
20 4.039 3.724 0.315 8.4% 0.119 3.2% 8% False False 86,254
40 4.370 3.724 0.646 17.2% 0.108 2.9% 4% False False 61,555
60 4.516 3.724 0.792 21.1% 0.110 2.9% 3% False False 49,117
80 4.871 3.724 1.147 30.6% 0.108 2.9% 2% False False 40,797
100 5.037 3.724 1.313 35.0% 0.109 2.9% 2% False False 34,388
120 5.283 3.724 1.559 41.6% 0.112 3.0% 2% False False 30,087
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 0.029
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.119
2.618 3.998
1.618 3.924
1.000 3.878
0.618 3.850
HIGH 3.804
0.618 3.776
0.500 3.767
0.382 3.758
LOW 3.730
0.618 3.684
1.000 3.656
1.618 3.610
2.618 3.536
4.250 3.416
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 3.767 3.854
PP 3.761 3.819
S1 3.755 3.784

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

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