NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 3.976 4.098 0.122 3.1% 3.972
High 4.088 4.118 0.030 0.7% 4.088
Low 3.976 4.024 0.048 1.2% 3.932
Close 4.080 4.101 0.021 0.5% 4.080
Range 0.112 0.094 -0.018 -16.1% 0.156
ATR 0.085 0.086 0.001 0.7% 0.000
Volume 2,523 3,951 1,428 56.6% 6,216
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.363 4.326 4.153
R3 4.269 4.232 4.127
R2 4.175 4.175 4.118
R1 4.138 4.138 4.110 4.157
PP 4.081 4.081 4.081 4.090
S1 4.044 4.044 4.092 4.063
S2 3.987 3.987 4.084
S3 3.893 3.950 4.075
S4 3.799 3.856 4.049
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.501 4.447 4.166
R3 4.345 4.291 4.123
R2 4.189 4.189 4.109
R1 4.135 4.135 4.094 4.162
PP 4.033 4.033 4.033 4.047
S1 3.979 3.979 4.066 4.006
S2 3.877 3.877 4.051
S3 3.721 3.823 4.037
S4 3.565 3.667 3.994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.118 3.932 0.186 4.5% 0.092 2.2% 91% True False 1,806
10 4.118 3.932 0.186 4.5% 0.084 2.1% 91% True False 1,860
20 4.182 3.932 0.250 6.1% 0.085 2.1% 68% False False 1,723
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.518
2.618 4.364
1.618 4.270
1.000 4.212
0.618 4.176
HIGH 4.118
0.618 4.082
0.500 4.071
0.382 4.060
LOW 4.024
0.618 3.966
1.000 3.930
1.618 3.872
2.618 3.778
4.250 3.625
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 4.091 4.076
PP 4.081 4.050
S1 4.071 4.025

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

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