NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 4.746 4.666 -0.080 -1.7% 4.760
High 4.746 4.718 -0.028 -0.6% 4.853
Low 4.590 4.640 0.050 1.1% 4.590
Close 4.644 4.710 0.066 1.4% 4.710
Range 0.156 0.078 -0.078 -50.0% 0.263
ATR 0.109 0.107 -0.002 -2.0% 0.000
Volume 2,804 3,315 511 18.2% 10,142
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.923 4.895 4.753
R3 4.845 4.817 4.731
R2 4.767 4.767 4.724
R1 4.739 4.739 4.717 4.753
PP 4.689 4.689 4.689 4.697
S1 4.661 4.661 4.703 4.675
S2 4.611 4.611 4.696
S3 4.533 4.583 4.689
S4 4.455 4.505 4.667
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.507 5.371 4.855
R3 5.244 5.108 4.782
R2 4.981 4.981 4.758
R1 4.845 4.845 4.734 4.782
PP 4.718 4.718 4.718 4.686
S1 4.582 4.582 4.686 4.519
S2 4.455 4.455 4.662
S3 4.192 4.319 4.638
S4 3.929 4.056 4.565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.853 4.590 0.263 5.6% 0.098 2.1% 46% False False 2,870
10 4.868 4.590 0.278 5.9% 0.097 2.1% 43% False False 2,492
20 5.227 4.590 0.637 13.5% 0.101 2.1% 19% False False 2,266
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.050
2.618 4.922
1.618 4.844
1.000 4.796
0.618 4.766
HIGH 4.718
0.618 4.688
0.500 4.679
0.382 4.670
LOW 4.640
0.618 4.592
1.000 4.562
1.618 4.514
2.618 4.436
4.250 4.309
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 4.700 4.707
PP 4.689 4.703
S1 4.679 4.700

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

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