NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 3.445 3.407 -0.038 -1.1% 3.764
High 3.483 3.439 -0.044 -1.3% 3.769
Low 3.390 3.326 -0.064 -1.9% 3.557
Close 3.404 3.344 -0.060 -1.8% 3.584
Range 0.093 0.113 0.020 21.5% 0.212
ATR 0.114 0.114 0.000 -0.1% 0.000
Volume 122,018 113,430 -8,588 -7.0% 497,215
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.709 3.639 3.406
R3 3.596 3.526 3.375
R2 3.483 3.483 3.365
R1 3.413 3.413 3.354 3.392
PP 3.370 3.370 3.370 3.359
S1 3.300 3.300 3.334 3.279
S2 3.257 3.257 3.323
S3 3.144 3.187 3.313
S4 3.031 3.074 3.282
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 3.708 3.326 0.382 11.4% 0.103 3.1% 5% False True 107,511
10 3.863 3.326 0.537 16.1% 0.106 3.2% 3% False True 110,330
20 3.978 3.326 0.652 19.5% 0.114 3.4% 3% False True 103,974
40 4.161 3.326 0.835 25.0% 0.110 3.3% 2% False True 81,159
60 4.450 3.326 1.124 33.6% 0.111 3.3% 2% False True 63,960
80 4.659 3.326 1.333 39.9% 0.108 3.2% 1% False True 53,057
100 4.871 3.326 1.545 46.2% 0.109 3.3% 1% False True 44,665
120 5.283 3.326 1.957 58.5% 0.110 3.3% 1% False True 38,864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.919
2.618 3.735
1.618 3.622
1.000 3.552
0.618 3.509
HIGH 3.439
0.618 3.396
0.500 3.383
0.382 3.369
LOW 3.326
0.618 3.256
1.000 3.213
1.618 3.143
2.618 3.030
4.250 2.846
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 3.383 3.440
PP 3.370 3.408
S1 3.357 3.376

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

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