NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 3.587 3.511 -0.076 -2.1% 3.675
High 3.593 3.602 0.009 0.3% 3.679
Low 3.483 3.478 -0.005 -0.1% 3.483
Close 3.512 3.573 0.061 1.7% 3.512
Range 0.110 0.124 0.014 12.7% 0.196
ATR 0.102 0.103 0.002 1.6% 0.000
Volume 24,516 33,653 9,137 37.3% 123,524
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.923 3.872 3.641
R3 3.799 3.748 3.607
R2 3.675 3.675 3.596
R1 3.624 3.624 3.584 3.650
PP 3.551 3.551 3.551 3.564
S1 3.500 3.500 3.562 3.526
S2 3.427 3.427 3.550
S3 3.303 3.376 3.539
S4 3.179 3.252 3.505
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.146 4.025 3.620
R3 3.950 3.829 3.566
R2 3.754 3.754 3.548
R1 3.633 3.633 3.530 3.596
PP 3.558 3.558 3.558 3.539
S1 3.437 3.437 3.494 3.400
S2 3.362 3.362 3.476
S3 3.166 3.241 3.458
S4 2.970 3.045 3.404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.627 3.478 0.149 4.2% 0.110 3.1% 64% False True 26,128
10 3.881 3.478 0.403 11.3% 0.099 2.8% 24% False True 22,863
20 4.107 3.478 0.629 17.6% 0.104 2.9% 15% False True 20,741
40 4.314 3.478 0.836 23.4% 0.099 2.8% 11% False True 19,330
60 4.580 3.478 1.102 30.8% 0.099 2.8% 9% False True 15,372
80 4.636 3.478 1.158 32.4% 0.098 2.7% 8% False True 13,042
100 4.958 3.478 1.480 41.4% 0.097 2.7% 6% False True 10,986
120 5.330 3.478 1.852 51.8% 0.099 2.8% 5% False True 9,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.129
2.618 3.927
1.618 3.803
1.000 3.726
0.618 3.679
HIGH 3.602
0.618 3.555
0.500 3.540
0.382 3.525
LOW 3.478
0.618 3.401
1.000 3.354
1.618 3.277
2.618 3.153
4.250 2.951
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 3.562 3.566
PP 3.551 3.558
S1 3.540 3.551

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

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