NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 4.444 4.428 -0.016 -0.4% 4.305
High 4.500 4.428 -0.072 -1.6% 4.500
Low 4.366 4.260 -0.106 -2.4% 4.200
Close 4.440 4.285 -0.155 -3.5% 4.285
Range 0.134 0.168 0.034 25.4% 0.300
ATR 0.098 0.104 0.006 6.0% 0.000
Volume 16,644 12,631 -4,013 -24.1% 53,557
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.828 4.725 4.377
R3 4.660 4.557 4.331
R2 4.492 4.492 4.316
R1 4.389 4.389 4.300 4.357
PP 4.324 4.324 4.324 4.308
S1 4.221 4.221 4.270 4.189
S2 4.156 4.156 4.254
S3 3.988 4.053 4.239
S4 3.820 3.885 4.193
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.228 5.057 4.450
R3 4.928 4.757 4.368
R2 4.628 4.628 4.340
R1 4.457 4.457 4.313 4.393
PP 4.328 4.328 4.328 4.296
S1 4.157 4.157 4.258 4.093
S2 4.028 4.028 4.230
S3 3.728 3.857 4.203
S4 3.428 3.557 4.120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.500 4.200 0.300 7.0% 0.133 3.1% 28% False False 10,711
10 4.500 4.200 0.300 7.0% 0.112 2.6% 28% False False 9,391
20 4.508 4.200 0.308 7.2% 0.098 2.3% 28% False False 10,003
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.142
2.618 4.868
1.618 4.700
1.000 4.596
0.618 4.532
HIGH 4.428
0.618 4.364
0.500 4.344
0.382 4.324
LOW 4.260
0.618 4.156
1.000 4.092
1.618 3.988
2.618 3.820
4.250 3.546
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 4.344 4.379
PP 4.324 4.347
S1 4.305 4.316

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

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