NYMEX Natural Gas Future April 2012

Trading Metrics calculated at close of trading on 08-Aug-2011

Day Change Summary
	Previous	Current
	05-Aug-2011	08-Aug-2011	Change	Change %	Previous Week
Open	4.347	4.320	-0.027	-0.6%	4.465
High	4.385	4.393	0.008	0.2%	4.538
Low	4.301	4.302	0.001	0.0%	4.301
Close	4.369	4.371	0.002	0.0%	4.369
Range	0.084	0.091	0.007	8.3%	0.237
ATR	0.090	0.090	0.000	0.1%	0.000
Volume	12,395	13,416	1,021	8.2%	37,279

Daily Pivots for day following 08-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.628	4.591	4.421
R3	4.537	4.500	4.396
R2	4.446	4.446	4.388
R1	4.409	4.409	4.379	4.428
PP	4.355	4.355	4.355	4.365
S1	4.318	4.318	4.363	4.337
S2	4.264	4.264	4.354
S3	4.173	4.227	4.346
S4	4.082	4.136	4.321

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.114	4.978	4.499
R3	4.877	4.741	4.434
R2	4.640	4.640	4.412
R1	4.504	4.504	4.391	4.454
PP	4.403	4.403	4.403	4.377
S1	4.267	4.267	4.347	4.217
S2	4.166	4.166	4.326
S3	3.929	4.030	4.304
S4	3.692	3.793	4.239

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.538	4.301	0.237	5.4%	0.095	2.2%	30%	False	False	9,112
10	4.627	4.301	0.326	7.5%	0.082	1.9%	21%	False	False	7,340

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	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.780
2.618	4.631
1.618	4.540
1.000	4.484
0.618	4.449
HIGH	4.393
0.618	4.358
0.500	4.348
0.382	4.337
LOW	4.302
0.618	4.246
1.000	4.211
1.618	4.155
2.618	4.064
4.250	3.915

Fisher Pivots for day following 08-Aug-2011
Pivot	1 day	3 day
R1	4.363	4.382
PP	4.355	4.378
S1	4.348	4.375

Download as Excel Spreadsheet

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

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