NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 4.666 4.665 -0.001 0.0% 4.760
High 4.718 4.801 0.083 1.8% 4.853
Low 4.640 4.665 0.025 0.5% 4.590
Close 4.710 4.765 0.055 1.2% 4.710
Range 0.078 0.136 0.058 74.4% 0.263
ATR 0.107 0.109 0.002 2.0% 0.000
Volume 3,315 1,757 -1,558 -47.0% 10,142
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.152 5.094 4.840
R3 5.016 4.958 4.802
R2 4.880 4.880 4.790
R1 4.822 4.822 4.777 4.851
PP 4.744 4.744 4.744 4.758
S1 4.686 4.686 4.753 4.715
S2 4.608 4.608 4.740
S3 4.472 4.550 4.728
S4 4.336 4.414 4.690
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 5.5% 0.114 2.4% 67% False False 2,379
10 4.868 4.590 0.278 5.8% 0.104 2.2% 63% False False 2,497
20 5.227 4.590 0.637 13.4% 0.105 2.2% 27% False False 2,039
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.379
2.618 5.157
1.618 5.021
1.000 4.937
0.618 4.885
HIGH 4.801
0.618 4.749
0.500 4.733
0.382 4.717
LOW 4.665
0.618 4.581
1.000 4.529
1.618 4.445
2.618 4.309
4.250 4.087
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 4.754 4.742
PP 4.744 4.719
S1 4.733 4.696

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

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