NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 3.937 3.900 -0.037 -0.9% 4.069
High 3.961 3.900 -0.061 -1.5% 4.107
Low 3.890 3.794 -0.096 -2.5% 3.882
Close 3.900 3.816 -0.084 -2.2% 3.900
Range 0.071 0.106 0.035 49.3% 0.225
ATR 0.101 0.101 0.000 0.3% 0.000
Volume 26,260 19,846 -6,414 -24.4% 112,537
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.155 4.091 3.874
R3 4.049 3.985 3.845
R2 3.943 3.943 3.835
R1 3.879 3.879 3.826 3.858
PP 3.837 3.837 3.837 3.826
S1 3.773 3.773 3.806 3.752
S2 3.731 3.731 3.797
S3 3.625 3.667 3.787
S4 3.519 3.561 3.758
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.638 4.494 4.024
R3 4.413 4.269 3.962
R2 4.188 4.188 3.941
R1 4.044 4.044 3.921 4.004
PP 3.963 3.963 3.963 3.943
S1 3.819 3.819 3.879 3.779
S2 3.738 3.738 3.859
S3 3.513 3.594 3.838
S4 3.288 3.369 3.776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.082 3.794 0.288 7.5% 0.102 2.7% 8% False True 21,223
10 4.107 3.794 0.313 8.2% 0.108 2.8% 7% False True 18,619
20 4.153 3.794 0.359 9.4% 0.104 2.7% 6% False True 19,055
40 4.500 3.794 0.706 18.5% 0.096 2.5% 3% False True 15,609
60 4.580 3.794 0.786 20.6% 0.098 2.6% 3% False True 12,577
80 4.958 3.794 1.164 30.5% 0.097 2.5% 2% False True 10,571
100 4.958 3.794 1.164 30.5% 0.098 2.6% 2% False True 8,882
120 5.330 3.794 1.536 40.3% 0.100 2.6% 1% False True 7,698
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 False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.351
2.618 4.178
1.618 4.072
1.000 4.006
0.618 3.966
HIGH 3.900
0.618 3.860
0.500 3.847
0.382 3.834
LOW 3.794
0.618 3.728
1.000 3.688
1.618 3.622
2.618 3.516
4.250 3.344
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 3.847 3.888
PP 3.837 3.864
S1 3.826 3.840

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

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