NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 4.590 4.549 -0.041 -0.9% 4.743
High 4.602 4.555 -0.047 -1.0% 4.765
Low 4.525 4.479 -0.046 -1.0% 4.529
Close 4.548 4.499 -0.049 -1.1% 4.533
Range 0.077 0.076 -0.001 -1.3% 0.236
ATR 0.091 0.090 -0.001 -1.2% 0.000
Volume 3,970 4,622 652 16.4% 20,134
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.739 4.695 4.541
R3 4.663 4.619 4.520
R2 4.587 4.587 4.513
R1 4.543 4.543 4.506 4.527
PP 4.511 4.511 4.511 4.503
S1 4.467 4.467 4.492 4.451
S2 4.435 4.435 4.485
S3 4.359 4.391 4.478
S4 4.283 4.315 4.457
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.317 5.161 4.663
R3 5.081 4.925 4.598
R2 4.845 4.845 4.576
R1 4.689 4.689 4.555 4.649
PP 4.609 4.609 4.609 4.589
S1 4.453 4.453 4.511 4.413
S2 4.373 4.373 4.490
S3 4.137 4.217 4.468
S4 3.901 3.981 4.403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.685 4.479 0.206 4.6% 0.071 1.6% 10% False True 4,454
10 4.878 4.479 0.399 8.9% 0.081 1.8% 5% False True 4,431
20 4.912 4.479 0.433 9.6% 0.088 2.0% 5% False True 4,567
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.878
2.618 4.754
1.618 4.678
1.000 4.631
0.618 4.602
HIGH 4.555
0.618 4.526
0.500 4.517
0.382 4.508
LOW 4.479
0.618 4.432
1.000 4.403
1.618 4.356
2.618 4.280
4.250 4.156
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 4.517 4.541
PP 4.511 4.527
S1 4.505 4.513

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

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