NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 4.665 4.695 0.030 0.6% 4.843
High 4.696 4.710 0.014 0.3% 4.912
Low 4.633 4.653 0.020 0.4% 4.711
Close 4.680 4.669 -0.011 -0.2% 4.730
Range 0.063 0.057 -0.006 -9.5% 0.201
ATR 0.099 0.096 -0.003 -3.0% 0.000
Volume 4,365 3,094 -1,271 -29.1% 24,863
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.848 4.816 4.700
R3 4.791 4.759 4.685
R2 4.734 4.734 4.679
R1 4.702 4.702 4.674 4.690
PP 4.677 4.677 4.677 4.671
S1 4.645 4.645 4.664 4.633
S2 4.620 4.620 4.659
S3 4.563 4.588 4.653
S4 4.506 4.531 4.638
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.387 5.260 4.841
R3 5.186 5.059 4.785
R2 4.985 4.985 4.767
R1 4.858 4.858 4.748 4.821
PP 4.784 4.784 4.784 4.766
S1 4.657 4.657 4.712 4.620
S2 4.583 4.583 4.693
S3 4.382 4.456 4.675
S4 4.181 4.255 4.619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.878 4.633 0.245 5.2% 0.090 1.9% 15% False False 4,408
10 4.912 4.633 0.279 6.0% 0.094 2.0% 13% False False 4,761
20 4.912 4.558 0.354 7.6% 0.097 2.1% 31% False False 4,851
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.952
2.618 4.859
1.618 4.802
1.000 4.767
0.618 4.745
HIGH 4.710
0.618 4.688
0.500 4.682
0.382 4.675
LOW 4.653
0.618 4.618
1.000 4.596
1.618 4.561
2.618 4.504
4.250 4.411
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 4.682 4.699
PP 4.677 4.689
S1 4.673 4.679

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

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