NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 4.321 4.341 0.020 0.5% 4.305
High 4.413 4.373 -0.040 -0.9% 4.500
Low 4.306 4.319 0.013 0.3% 4.200
Close 4.326 4.338 0.012 0.3% 4.285
Range 0.107 0.054 -0.053 -49.5% 0.300
ATR 0.103 0.100 -0.004 -3.4% 0.000
Volume 16,128 18,481 2,353 14.6% 53,557
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.505 4.476 4.368
R3 4.451 4.422 4.353
R2 4.397 4.397 4.348
R1 4.368 4.368 4.343 4.356
PP 4.343 4.343 4.343 4.337
S1 4.314 4.314 4.333 4.302
S2 4.289 4.289 4.328
S3 4.235 4.260 4.323
S4 4.181 4.206 4.308
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 4.260 0.240 5.5% 0.111 2.5% 33% False False 15,091
10 4.500 4.200 0.300 6.9% 0.110 2.5% 46% False False 11,728
20 4.508 4.200 0.308 7.1% 0.098 2.3% 45% False False 10,524
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.603
2.618 4.514
1.618 4.460
1.000 4.427
0.618 4.406
HIGH 4.373
0.618 4.352
0.500 4.346
0.382 4.340
LOW 4.319
0.618 4.286
1.000 4.265
1.618 4.232
2.618 4.178
4.250 4.090
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 4.346 4.338
PP 4.343 4.337
S1 4.341 4.337

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

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