NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 4.250 4.293 0.043 1.0% 4.410
High 4.356 4.325 -0.031 -0.7% 4.457
Low 4.250 4.235 -0.015 -0.4% 4.268
Close 4.305 4.243 -0.062 -1.4% 4.344
Range 0.106 0.090 -0.016 -15.1% 0.189
ATR 0.088 0.088 0.000 0.2% 0.000
Volume 6,637 10,690 4,053 61.1% 46,580
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.538 4.480 4.293
R3 4.448 4.390 4.268
R2 4.358 4.358 4.260
R1 4.300 4.300 4.251 4.284
PP 4.268 4.268 4.268 4.260
S1 4.210 4.210 4.235 4.194
S2 4.178 4.178 4.227
S3 4.088 4.120 4.218
S4 3.998 4.030 4.194
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 4.378 4.235 0.143 3.4% 0.087 2.1% 6% False True 7,790
10 4.508 4.235 0.273 6.4% 0.086 2.0% 3% False True 9,320
20 4.605 4.235 0.370 8.7% 0.086 2.0% 2% False True 9,042
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.708
2.618 4.561
1.618 4.471
1.000 4.415
0.618 4.381
HIGH 4.325
0.618 4.291
0.500 4.280
0.382 4.269
LOW 4.235
0.618 4.179
1.000 4.145
1.618 4.089
2.618 3.999
4.250 3.853
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 4.280 4.296
PP 4.268 4.278
S1 4.255 4.261

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

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