NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 3.408 3.461 0.053 1.6% 3.329
High 3.483 3.549 0.066 1.9% 3.549
Low 3.352 3.415 0.063 1.9% 3.285
Close 3.460 3.536 0.076 2.2% 3.536
Range 0.131 0.134 0.003 2.3% 0.264
ATR 0.121 0.122 0.001 0.8% 0.000
Volume 101,740 0 -101,740 -100.0% 322,264
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.902 3.853 3.610
R3 3.768 3.719 3.573
R2 3.634 3.634 3.561
R1 3.585 3.585 3.548 3.610
PP 3.500 3.500 3.500 3.512
S1 3.451 3.451 3.524 3.476
S2 3.366 3.366 3.511
S3 3.232 3.317 3.499
S4 3.098 3.183 3.462
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.249 4.156 3.681
R3 3.985 3.892 3.609
R2 3.721 3.721 3.584
R1 3.628 3.628 3.560 3.675
PP 3.457 3.457 3.457 3.480
S1 3.364 3.364 3.512 3.411
S2 3.193 3.193 3.488
S3 2.929 3.100 3.463
S4 2.665 2.836 3.391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.549 3.285 0.264 7.5% 0.134 3.8% 95% True False 91,653
10 3.659 3.285 0.374 10.6% 0.125 3.5% 67% False False 105,872
20 3.978 3.285 0.693 19.6% 0.122 3.5% 36% False False 108,637
40 4.056 3.285 0.771 21.8% 0.116 3.3% 33% False False 90,474
60 4.450 3.285 1.165 32.9% 0.113 3.2% 22% False False 71,916
80 4.516 3.285 1.231 34.8% 0.112 3.2% 20% False False 59,788
100 4.871 3.285 1.586 44.9% 0.110 3.1% 16% False False 50,354
120 5.283 3.285 1.998 56.5% 0.113 3.2% 13% False False 43,384
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 0.032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.119
2.618 3.900
1.618 3.766
1.000 3.683
0.618 3.632
HIGH 3.549
0.618 3.498
0.500 3.482
0.382 3.466
LOW 3.415
0.618 3.332
1.000 3.281
1.618 3.198
2.618 3.064
4.250 2.846
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 3.518 3.508
PP 3.500 3.479
S1 3.482 3.451

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

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