NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 3.658 3.631 -0.027 -0.7% 3.764
High 3.708 3.659 -0.049 -1.3% 3.769
Low 3.612 3.557 -0.055 -1.5% 3.557
Close 3.649 3.584 -0.065 -1.8% 3.584
Range 0.096 0.102 0.006 6.3% 0.212
ATR 0.115 0.114 -0.001 -0.8% 0.000
Volume 95,425 90,594 -4,831 -5.1% 497,215
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.906 3.847 3.640
R3 3.804 3.745 3.612
R2 3.702 3.702 3.603
R1 3.643 3.643 3.593 3.622
PP 3.600 3.600 3.600 3.589
S1 3.541 3.541 3.575 3.520
S2 3.498 3.498 3.565
S3 3.396 3.439 3.556
S4 3.294 3.337 3.528
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.273 4.140 3.701
R3 4.061 3.928 3.642
R2 3.849 3.849 3.623
R1 3.716 3.716 3.603 3.677
PP 3.637 3.637 3.637 3.617
S1 3.504 3.504 3.565 3.465
S2 3.425 3.425 3.545
S3 3.213 3.292 3.526
S4 3.001 3.080 3.467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.769 3.557 0.212 5.9% 0.107 3.0% 13% False True 99,443
10 3.978 3.557 0.421 11.7% 0.113 3.2% 6% False True 104,517
20 4.039 3.557 0.482 13.4% 0.117 3.3% 6% False True 96,277
40 4.205 3.557 0.648 18.1% 0.107 3.0% 4% False True 74,777
60 4.450 3.557 0.893 24.9% 0.110 3.1% 3% False True 58,938
80 4.726 3.557 1.169 32.6% 0.107 3.0% 2% False True 48,975
100 4.871 3.557 1.314 36.7% 0.109 3.0% 2% False True 41,332
120 5.283 3.557 1.726 48.2% 0.111 3.1% 2% False True 36,063
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.093
2.618 3.926
1.618 3.824
1.000 3.761
0.618 3.722
HIGH 3.659
0.618 3.620
0.500 3.608
0.382 3.596
LOW 3.557
0.618 3.494
1.000 3.455
1.618 3.392
2.618 3.290
4.250 3.124
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 3.608 3.660
PP 3.600 3.635
S1 3.592 3.609

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

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