NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 3.814 3.751 -0.063 -1.7% 3.905
High 3.821 3.766 -0.055 -1.4% 3.905
Low 3.740 3.716 -0.024 -0.6% 3.716
Close 3.778 3.739 -0.039 -1.0% 3.739
Range 0.081 0.050 -0.031 -38.3% 0.189
ATR 0.092 0.090 -0.002 -2.3% 0.000
Volume 8,176 6,597 -1,579 -19.3% 38,119
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.890 3.865 3.767
R3 3.840 3.815 3.753
R2 3.790 3.790 3.748
R1 3.765 3.765 3.744 3.753
PP 3.740 3.740 3.740 3.734
S1 3.715 3.715 3.734 3.703
S2 3.690 3.690 3.730
S3 3.640 3.665 3.725
S4 3.590 3.615 3.712
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.354 4.235 3.843
R3 4.165 4.046 3.791
R2 3.976 3.976 3.774
R1 3.857 3.857 3.756 3.822
PP 3.787 3.787 3.787 3.769
S1 3.668 3.668 3.722 3.633
S2 3.598 3.598 3.704
S3 3.409 3.479 3.687
S4 3.220 3.290 3.635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.905 3.716 0.189 5.1% 0.086 2.3% 12% False True 7,623
10 4.080 3.716 0.364 9.7% 0.087 2.3% 6% False True 7,005
20 4.121 3.716 0.405 10.8% 0.092 2.5% 6% False True 5,592
40 4.342 3.716 0.626 16.7% 0.084 2.2% 4% False True 4,350
60 4.525 3.716 0.809 21.6% 0.088 2.3% 3% False True 3,414
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.017
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 3.979
2.618 3.897
1.618 3.847
1.000 3.816
0.618 3.797
HIGH 3.766
0.618 3.747
0.500 3.741
0.382 3.735
LOW 3.716
0.618 3.685
1.000 3.666
1.618 3.635
2.618 3.585
4.250 3.504
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 3.741 3.798
PP 3.740 3.778
S1 3.740 3.759

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

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