NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 4.665 4.782 0.117 2.5% 4.760
High 4.801 4.795 -0.006 -0.1% 4.853
Low 4.665 4.697 0.032 0.7% 4.590
Close 4.765 4.782 0.017 0.4% 4.710
Range 0.136 0.098 -0.038 -27.9% 0.263
ATR 0.109 0.108 -0.001 -0.7% 0.000
Volume 1,757 1,325 -432 -24.6% 10,142
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.052 5.015 4.836
R3 4.954 4.917 4.809
R2 4.856 4.856 4.800
R1 4.819 4.819 4.791 4.831
PP 4.758 4.758 4.758 4.764
S1 4.721 4.721 4.773 4.733
S2 4.660 4.660 4.764
S3 4.562 4.623 4.755
S4 4.464 4.525 4.728
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 4.809 4.590 0.219 4.6% 0.112 2.3% 88% False False 2,239
10 4.868 4.590 0.278 5.8% 0.109 2.3% 69% False False 2,552
20 5.115 4.590 0.525 11.0% 0.101 2.1% 37% False False 2,035
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.212
2.618 5.052
1.618 4.954
1.000 4.893
0.618 4.856
HIGH 4.795
0.618 4.758
0.500 4.746
0.382 4.734
LOW 4.697
0.618 4.636
1.000 4.599
1.618 4.538
2.618 4.440
4.250 4.281
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 4.770 4.762
PP 4.758 4.741
S1 4.746 4.721

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

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