NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 4.275 4.305 0.030 0.7% 4.300
High 4.344 4.316 -0.028 -0.6% 4.356
Low 4.260 4.241 -0.019 -0.4% 4.200
Close 4.317 4.241 -0.076 -1.8% 4.317
Range 0.084 0.075 -0.009 -10.7% 0.156
ATR 0.088 0.087 -0.001 -1.0% 0.000
Volume 9,830 7,048 -2,782 -28.3% 40,360
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.491 4.441 4.282
R3 4.416 4.366 4.262
R2 4.341 4.341 4.255
R1 4.291 4.291 4.248 4.279
PP 4.266 4.266 4.266 4.260
S1 4.216 4.216 4.234 4.204
S2 4.191 4.191 4.227
S3 4.116 4.141 4.220
S4 4.041 4.066 4.200
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.759 4.694 4.403
R3 4.603 4.538 4.360
R2 4.447 4.447 4.346
R1 4.382 4.382 4.331 4.415
PP 4.291 4.291 4.291 4.307
S1 4.226 4.226 4.303 4.259
S2 4.135 4.135 4.288
S3 3.979 4.070 4.274
S4 3.823 3.914 4.231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.356 4.200 0.156 3.7% 0.091 2.1% 26% False False 8,384
10 4.437 4.200 0.237 5.6% 0.085 2.0% 17% False False 8,514
20 4.538 4.200 0.338 8.0% 0.087 2.1% 12% False False 9,285
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.635
2.618 4.512
1.618 4.437
1.000 4.391
0.618 4.362
HIGH 4.316
0.618 4.287
0.500 4.279
0.382 4.270
LOW 4.241
0.618 4.195
1.000 4.166
1.618 4.120
2.618 4.045
4.250 3.922
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 4.279 4.272
PP 4.266 4.262
S1 4.254 4.251

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

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