NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 4.300 4.250 -0.050 -1.2% 4.410
High 4.332 4.356 0.024 0.6% 4.457
Low 4.254 4.250 -0.004 -0.1% 4.268
Close 4.263 4.305 0.042 1.0% 4.344
Range 0.078 0.106 0.028 35.9% 0.189
ATR 0.086 0.088 0.001 1.6% 0.000
Volume 5,484 6,637 1,153 21.0% 46,580
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.622 4.569 4.363
R3 4.516 4.463 4.334
R2 4.410 4.410 4.324
R1 4.357 4.357 4.315 4.384
PP 4.304 4.304 4.304 4.317
S1 4.251 4.251 4.295 4.278
S2 4.198 4.198 4.286
S3 4.092 4.145 4.276
S4 3.986 4.039 4.247
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.923 4.823 4.448
R3 4.734 4.634 4.396
R2 4.545 4.545 4.379
R1 4.445 4.445 4.361 4.401
PP 4.356 4.356 4.356 4.334
S1 4.256 4.256 4.327 4.212
S2 4.167 4.167 4.309
S3 3.978 4.067 4.292
S4 3.789 3.878 4.240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.395 4.250 0.145 3.4% 0.082 1.9% 38% False True 8,252
10 4.508 4.250 0.258 6.0% 0.083 1.9% 21% False True 9,208
20 4.627 4.250 0.377 8.8% 0.084 2.0% 15% False True 8,691
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.807
2.618 4.634
1.618 4.528
1.000 4.462
0.618 4.422
HIGH 4.356
0.618 4.316
0.500 4.303
0.382 4.290
LOW 4.250
0.618 4.184
1.000 4.144
1.618 4.078
2.618 3.972
4.250 3.800
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 4.304 4.308
PP 4.304 4.307
S1 4.303 4.306

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

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