NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 4.485 4.465 -0.020 -0.4% 4.662
High 4.509 4.524 0.015 0.3% 4.683
Low 4.461 4.465 0.004 0.1% 4.461
Close 4.468 4.512 0.044 1.0% 4.468
Range 0.048 0.059 0.011 22.9% 0.222
ATR
Volume 10,418 5,132 -5,286 -50.7% 27,074
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.677 4.654 4.544
R3 4.618 4.595 4.528
R2 4.559 4.559 4.523
R1 4.536 4.536 4.517 4.548
PP 4.500 4.500 4.500 4.506
S1 4.477 4.477 4.507 4.489
S2 4.441 4.441 4.501
S3 4.382 4.418 4.496
S4 4.323 4.359 4.480
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.203 5.058 4.590
R3 4.981 4.836 4.529
R2 4.759 4.759 4.509
R1 4.614 4.614 4.488 4.576
PP 4.537 4.537 4.537 4.518
S1 4.392 4.392 4.448 4.354
S2 4.315 4.315 4.427
S3 4.093 4.170 4.407
S4 3.871 3.948 4.346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.627 4.461 0.166 3.7% 0.069 1.5% 31% False False 5,568
10 4.802 4.461 0.341 7.6% 0.080 1.8% 15% False False 5,547
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.775
2.618 4.678
1.618 4.619
1.000 4.583
0.618 4.560
HIGH 4.524
0.618 4.501
0.500 4.495
0.382 4.488
LOW 4.465
0.618 4.429
1.000 4.406
1.618 4.370
2.618 4.311
4.250 4.214
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 4.506 4.533
PP 4.500 4.526
S1 4.495 4.519

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

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