NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 3.871 3.791 -0.080 -2.1% 4.025
High 3.871 3.851 -0.020 -0.5% 4.052
Low 3.758 3.753 -0.005 -0.1% 3.850
Close 3.792 3.832 0.040 1.1% 3.871
Range 0.113 0.098 -0.015 -13.3% 0.202
ATR 0.096 0.096 0.000 0.2% 0.000
Volume 16,647 17,885 1,238 7.4% 112,106
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.106 4.067 3.886
R3 4.008 3.969 3.859
R2 3.910 3.910 3.850
R1 3.871 3.871 3.841 3.891
PP 3.812 3.812 3.812 3.822
S1 3.773 3.773 3.823 3.793
S2 3.714 3.714 3.814
S3 3.616 3.675 3.805
S4 3.518 3.577 3.778
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.530 4.403 3.982
R3 4.328 4.201 3.927
R2 4.126 4.126 3.908
R1 3.999 3.999 3.890 3.962
PP 3.924 3.924 3.924 3.906
S1 3.797 3.797 3.852 3.760
S2 3.722 3.722 3.834
S3 3.520 3.595 3.815
S4 3.318 3.393 3.760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.947 3.753 0.194 5.1% 0.088 2.3% 41% False True 19,544
10 4.052 3.753 0.299 7.8% 0.101 2.6% 26% False True 20,110
20 4.092 3.753 0.339 8.8% 0.099 2.6% 23% False True 19,967
40 4.414 3.753 0.661 17.2% 0.089 2.3% 12% False True 17,254
60 4.500 3.753 0.747 19.5% 0.092 2.4% 11% False True 15,022
80 4.802 3.753 1.049 27.4% 0.090 2.4% 8% False True 13,217
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.268
2.618 4.108
1.618 4.010
1.000 3.949
0.618 3.912
HIGH 3.851
0.618 3.814
0.500 3.802
0.382 3.790
LOW 3.753
0.618 3.692
1.000 3.655
1.618 3.594
2.618 3.496
4.250 3.337
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 3.822 3.839
PP 3.812 3.836
S1 3.802 3.834

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

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