NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 4.399 4.290 -0.109 -2.5% 4.368
High 4.399 4.368 -0.031 -0.7% 4.433
Low 4.306 4.262 -0.044 -1.0% 4.261
Close 4.306 4.359 0.053 1.2% 4.389
Range 0.093 0.106 0.013 14.0% 0.172
ATR 0.097 0.098 0.001 0.7% 0.000
Volume 6,904 5,475 -1,429 -20.7% 24,193
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.648 4.609 4.417
R3 4.542 4.503 4.388
R2 4.436 4.436 4.378
R1 4.397 4.397 4.369 4.417
PP 4.330 4.330 4.330 4.339
S1 4.291 4.291 4.349 4.311
S2 4.224 4.224 4.340
S3 4.118 4.185 4.330
S4 4.012 4.079 4.301
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 4.417 4.261 0.156 3.6% 0.099 2.3% 63% False False 5,807
10 4.453 4.261 0.192 4.4% 0.094 2.2% 51% False False 6,212
20 4.599 4.261 0.338 7.8% 0.097 2.2% 29% False False 6,236
40 4.958 4.261 0.697 16.0% 0.096 2.2% 14% False False 4,560
60 5.330 4.261 1.069 24.5% 0.098 2.2% 9% False False 3,735
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.819
2.618 4.646
1.618 4.540
1.000 4.474
0.618 4.434
HIGH 4.368
0.618 4.328
0.500 4.315
0.382 4.302
LOW 4.262
0.618 4.196
1.000 4.156
1.618 4.090
2.618 3.984
4.250 3.812
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 4.344 4.353
PP 4.330 4.346
S1 4.315 4.340

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

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