NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 4.884 4.896 0.012 0.2% 4.700
High 4.892 4.896 0.004 0.1% 4.865
Low 4.838 4.763 -0.075 -1.6% 4.661
Close 4.855 4.808 -0.047 -1.0% 4.864
Range 0.054 0.133 0.079 146.3% 0.204
ATR 0.098 0.100 0.003 2.6% 0.000
Volume 5,704 2,663 -3,041 -53.3% 22,553
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.221 5.148 4.881
R3 5.088 5.015 4.845
R2 4.955 4.955 4.832
R1 4.882 4.882 4.820 4.852
PP 4.822 4.822 4.822 4.808
S1 4.749 4.749 4.796 4.719
S2 4.689 4.689 4.784
S3 4.556 4.616 4.771
S4 4.423 4.483 4.735
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 4.679 0.233 4.8% 0.099 2.1% 55% False False 5,113
10 4.912 4.558 0.354 7.4% 0.096 2.0% 71% False False 4,703
20 4.912 4.558 0.354 7.4% 0.098 2.0% 71% False False 4,565
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.461
2.618 5.244
1.618 5.111
1.000 5.029
0.618 4.978
HIGH 4.896
0.618 4.845
0.500 4.830
0.382 4.814
LOW 4.763
0.618 4.681
1.000 4.630
1.618 4.548
2.618 4.415
4.250 4.198
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 4.830 4.838
PP 4.822 4.828
S1 4.815 4.818

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

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