NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 4.308 4.352 0.044 1.0% 4.368
High 4.362 4.417 0.055 1.3% 4.433
Low 4.261 4.328 0.067 1.6% 4.261
Close 4.354 4.389 0.035 0.8% 4.389
Range 0.101 0.089 -0.012 -11.9% 0.172
ATR 0.098 0.097 -0.001 -0.6% 0.000
Volume 3,928 5,092 1,164 29.6% 24,193
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.645 4.606 4.438
R3 4.556 4.517 4.413
R2 4.467 4.467 4.405
R1 4.428 4.428 4.397 4.448
PP 4.378 4.378 4.378 4.388
S1 4.339 4.339 4.381 4.359
S2 4.289 4.289 4.373
S3 4.200 4.250 4.365
S4 4.111 4.161 4.340
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.877 4.805 4.484
R3 4.705 4.633 4.436
R2 4.533 4.533 4.421
R1 4.461 4.461 4.405 4.497
PP 4.361 4.361 4.361 4.379
S1 4.289 4.289 4.373 4.325
S2 4.189 4.189 4.357
S3 4.017 4.117 4.342
S4 3.845 3.945 4.294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.433 4.261 0.172 3.9% 0.099 2.3% 74% False False 4,838
10 4.536 4.261 0.275 6.3% 0.089 2.0% 47% False False 6,094
20 4.636 4.261 0.375 8.5% 0.094 2.1% 34% False False 6,051
40 4.958 4.261 0.697 15.9% 0.095 2.2% 18% False False 4,407
60 5.330 4.261 1.069 24.4% 0.098 2.2% 12% False False 3,599
Crabel Price Patterns
NR True
NR4 True
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 0.028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.795
2.618 4.650
1.618 4.561
1.000 4.506
0.618 4.472
HIGH 4.417
0.618 4.383
0.500 4.373
0.382 4.362
LOW 4.328
0.618 4.273
1.000 4.239
1.618 4.184
2.618 4.095
4.250 3.950
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 4.384 4.372
PP 4.378 4.356
S1 4.373 4.339

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

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