NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 4.750 4.843 0.093 2.0% 4.700
High 4.865 4.912 0.047 1.0% 4.865
Low 4.750 4.820 0.070 1.5% 4.661
Close 4.864 4.874 0.010 0.2% 4.864
Range 0.115 0.092 -0.023 -20.0% 0.204
ATR 0.102 0.101 -0.001 -0.7% 0.000
Volume 5,911 5,508 -403 -6.8% 22,553
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.145 5.101 4.925
R3 5.053 5.009 4.899
R2 4.961 4.961 4.891
R1 4.917 4.917 4.882 4.939
PP 4.869 4.869 4.869 4.880
S1 4.825 4.825 4.866 4.847
S2 4.777 4.777 4.857
S3 4.685 4.733 4.849
S4 4.593 4.641 4.823
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.409 5.340 4.976
R3 5.205 5.136 4.920
R2 5.001 5.001 4.901
R1 4.932 4.932 4.883 4.967
PP 4.797 4.797 4.797 4.814
S1 4.728 4.728 4.845 4.763
S2 4.593 4.593 4.827
S3 4.389 4.524 4.808
S4 4.185 4.320 4.752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.912 4.661 0.251 5.1% 0.095 1.9% 85% True False 4,815
10 4.912 4.558 0.354 7.3% 0.097 2.0% 89% True False 4,738
20 4.912 4.558 0.354 7.3% 0.097 2.0% 89% True False 4,535
Crabel Price Patterns
NR True
NR4 False
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 0.015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.303
2.618 5.153
1.618 5.061
1.000 5.004
0.618 4.969
HIGH 4.912
0.618 4.877
0.500 4.866
0.382 4.855
LOW 4.820
0.618 4.763
1.000 4.728
1.618 4.671
2.618 4.579
4.250 4.429
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 4.871 4.848
PP 4.869 4.822
S1 4.866 4.796

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

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