NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 4.766 4.665 -0.101 -2.1% 4.658
High 4.767 4.690 -0.077 -1.6% 4.820
Low 4.674 4.558 -0.116 -2.5% 4.630
Close 4.680 4.608 -0.072 -1.5% 4.750
Range 0.093 0.132 0.039 41.9% 0.190
ATR 0.103 0.105 0.002 2.1% 0.000
Volume 5,631 4,688 -943 -16.7% 24,094
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.015 4.943 4.681
R3 4.883 4.811 4.644
R2 4.751 4.751 4.632
R1 4.679 4.679 4.620 4.649
PP 4.619 4.619 4.619 4.604
S1 4.547 4.547 4.596 4.517
S2 4.487 4.487 4.584
S3 4.355 4.415 4.572
S4 4.223 4.283 4.535
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.303 5.217 4.855
R3 5.113 5.027 4.802
R2 4.923 4.923 4.785
R1 4.837 4.837 4.767 4.880
PP 4.733 4.733 4.733 4.755
S1 4.647 4.647 4.733 4.690
S2 4.543 4.543 4.715
S3 4.353 4.457 4.698
S4 4.163 4.267 4.646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.820 4.558 0.262 5.7% 0.115 2.5% 19% False True 5,196
10 4.820 4.558 0.262 5.7% 0.104 2.3% 19% False True 4,604
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 0.023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.251
2.618 5.036
1.618 4.904
1.000 4.822
0.618 4.772
HIGH 4.690
0.618 4.640
0.500 4.624
0.382 4.608
LOW 4.558
0.618 4.476
1.000 4.426
1.618 4.344
2.618 4.212
4.250 3.997
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 4.624 4.682
PP 4.619 4.657
S1 4.613 4.633

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

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