NYMEX Natural Gas Future April 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 4.412 4.495 0.083 1.9% 4.320
High 4.508 4.507 -0.001 0.0% 4.508
Low 4.377 4.445 0.068 1.6% 4.302
Close 4.493 4.450 -0.043 -1.0% 4.450
Range 0.131 0.062 -0.069 -52.7% 0.206
ATR 0.092 0.089 -0.002 -2.3% 0.000
Volume 9,616 14,195 4,579 47.6% 59,572
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.653 4.614 4.484
R3 4.591 4.552 4.467
R2 4.529 4.529 4.461
R1 4.490 4.490 4.456 4.479
PP 4.467 4.467 4.467 4.462
S1 4.428 4.428 4.444 4.417
S2 4.405 4.405 4.439
S3 4.343 4.366 4.433
S4 4.281 4.304 4.416
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.038 4.950 4.563
R3 4.832 4.744 4.507
R2 4.626 4.626 4.488
R1 4.538 4.538 4.469 4.582
PP 4.420 4.420 4.420 4.442
S1 4.332 4.332 4.431 4.376
S2 4.214 4.214 4.412
S3 4.008 4.126 4.393
S4 3.802 3.920 4.337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.508 4.302 0.206 4.6% 0.088 2.0% 72% False False 11,914
10 4.538 4.301 0.237 5.3% 0.088 2.0% 63% False False 9,685
20 4.817 4.301 0.516 11.6% 0.085 1.9% 29% False False 7,769
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.771
2.618 4.669
1.618 4.607
1.000 4.569
0.618 4.545
HIGH 4.507
0.618 4.483
0.500 4.476
0.382 4.469
LOW 4.445
0.618 4.407
1.000 4.383
1.618 4.345
2.618 4.283
4.250 4.182
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 4.476 4.448
PP 4.467 4.445
S1 4.459 4.443

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

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