NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 4.450 4.531 0.081 1.8% 4.360
High 4.558 4.556 -0.002 0.0% 4.558
Low 4.410 4.492 0.082 1.9% 4.336
Close 4.545 4.495 -0.050 -1.1% 4.495
Range 0.148 0.064 -0.084 -56.8% 0.222
ATR 0.098 0.096 -0.002 -2.5% 0.000
Volume 6,589 9,093 2,504 38.0% 37,414
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.706 4.665 4.530
R3 4.642 4.601 4.513
R2 4.578 4.578 4.507
R1 4.537 4.537 4.501 4.526
PP 4.514 4.514 4.514 4.509
S1 4.473 4.473 4.489 4.462
S2 4.450 4.450 4.483
S3 4.386 4.409 4.477
S4 4.322 4.345 4.460
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.129 5.034 4.617
R3 4.907 4.812 4.556
R2 4.685 4.685 4.536
R1 4.590 4.590 4.515 4.638
PP 4.463 4.463 4.463 4.487
S1 4.368 4.368 4.475 4.416
S2 4.241 4.241 4.454
S3 4.019 4.146 4.434
S4 3.797 3.924 4.373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.558 4.336 0.222 4.9% 0.098 2.2% 72% False False 7,482
10 4.602 4.336 0.266 5.9% 0.094 2.1% 60% False False 6,554
20 4.912 4.336 0.576 12.8% 0.091 2.0% 28% False False 5,526
40 4.912 4.336 0.576 12.8% 0.094 2.1% 28% False False 5,013
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.828
2.618 4.724
1.618 4.660
1.000 4.620
0.618 4.596
HIGH 4.556
0.618 4.532
0.500 4.524
0.382 4.516
LOW 4.492
0.618 4.452
1.000 4.428
1.618 4.388
2.618 4.324
4.250 4.220
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 4.524 4.491
PP 4.514 4.488
S1 4.505 4.484

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

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