NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 3.863 3.780 -0.083 -2.1% 4.069
High 3.875 3.814 -0.061 -1.6% 4.107
Low 3.764 3.728 -0.036 -1.0% 3.882
Close 3.767 3.764 -0.003 -0.1% 3.900
Range 0.111 0.086 -0.025 -22.5% 0.225
ATR 0.102 0.101 -0.001 -1.1% 0.000
Volume 19,700 17,096 -2,604 -13.2% 112,537
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.027 3.981 3.811
R3 3.941 3.895 3.788
R2 3.855 3.855 3.780
R1 3.809 3.809 3.772 3.789
PP 3.769 3.769 3.769 3.759
S1 3.723 3.723 3.756 3.703
S2 3.683 3.683 3.748
S3 3.597 3.637 3.740
S4 3.511 3.551 3.717
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 3.961 3.728 0.233 6.2% 0.095 2.5% 15% False True 20,770
10 4.107 3.728 0.379 10.1% 0.108 2.9% 9% False True 21,103
20 4.153 3.728 0.425 11.3% 0.107 2.8% 8% False True 18,688
40 4.360 3.728 0.632 16.8% 0.094 2.5% 6% False True 16,369
60 4.580 3.728 0.852 22.6% 0.099 2.6% 4% False True 13,172
80 4.920 3.728 1.192 31.7% 0.097 2.6% 3% False True 11,202
100 4.958 3.728 1.230 32.7% 0.098 2.6% 3% False True 9,405
120 5.330 3.728 1.602 42.6% 0.099 2.6% 2% False True 8,148
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 0.020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.180
2.618 4.039
1.618 3.953
1.000 3.900
0.618 3.867
HIGH 3.814
0.618 3.781
0.500 3.771
0.382 3.761
LOW 3.728
0.618 3.675
1.000 3.642
1.618 3.589
2.618 3.503
4.250 3.363
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 3.771 3.805
PP 3.769 3.791
S1 3.766 3.778

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

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