NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 4.390 4.299 -0.091 -2.1% 4.481
High 4.406 4.361 -0.045 -1.0% 4.534
Low 4.297 4.261 -0.036 -0.8% 4.320
Close 4.307 4.352 0.045 1.0% 4.412
Range 0.109 0.100 -0.009 -8.3% 0.214
ATR 0.104 0.103 0.000 -0.3% 0.000
Volume 34,126 15,647 -18,479 -54.1% 108,181
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.625 4.588 4.407
R3 4.525 4.488 4.380
R2 4.425 4.425 4.370
R1 4.388 4.388 4.361 4.407
PP 4.325 4.325 4.325 4.334
S1 4.288 4.288 4.343 4.307
S2 4.225 4.225 4.334
S3 4.125 4.188 4.325
S4 4.025 4.088 4.297
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.064 4.952 4.530
R3 4.850 4.738 4.471
R2 4.636 4.636 4.451
R1 4.524 4.524 4.432 4.473
PP 4.422 4.422 4.422 4.397
S1 4.310 4.310 4.392 4.259
S2 4.208 4.208 4.373
S3 3.994 4.096 4.353
S4 3.780 3.882 4.294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.435 4.261 0.174 4.0% 0.097 2.2% 52% False True 19,944
10 4.606 4.261 0.345 7.9% 0.097 2.2% 26% False True 21,552
20 4.636 4.261 0.375 8.6% 0.100 2.3% 24% False True 21,773
40 4.962 4.261 0.701 16.1% 0.105 2.4% 13% False True 18,796
60 5.356 4.261 1.095 25.2% 0.106 2.4% 8% False True 16,986
80 5.356 4.261 1.095 25.2% 0.109 2.5% 8% False True 15,347
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 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.786
2.618 4.623
1.618 4.523
1.000 4.461
0.618 4.423
HIGH 4.361
0.618 4.323
0.500 4.311
0.382 4.299
LOW 4.261
0.618 4.199
1.000 4.161
1.618 4.099
2.618 3.999
4.250 3.836
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 4.338 4.351
PP 4.325 4.349
S1 4.311 4.348

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

View Archives - Comment on this page... - Back to Index of Symbols