NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 4.014 4.030 0.016 0.4% 4.143
High 4.060 4.042 -0.018 -0.4% 4.162
Low 3.982 3.980 -0.002 -0.1% 3.975
Close 3.999 3.989 -0.010 -0.3% 3.989
Range 0.078 0.062 -0.016 -20.5% 0.187
ATR 0.089 0.087 -0.002 -2.1% 0.000
Volume 1,627 2,204 577 35.5% 10,165
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.190 4.151 4.023
R3 4.128 4.089 4.006
R2 4.066 4.066 4.000
R1 4.027 4.027 3.995 4.016
PP 4.004 4.004 4.004 3.998
S1 3.965 3.965 3.983 3.954
S2 3.942 3.942 3.978
S3 3.880 3.903 3.972
S4 3.818 3.841 3.955
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.603 4.483 4.092
R3 4.416 4.296 4.040
R2 4.229 4.229 4.023
R1 4.109 4.109 4.006 4.076
PP 4.042 4.042 4.042 4.025
S1 3.922 3.922 3.972 3.889
S2 3.855 3.855 3.955
S3 3.668 3.735 3.938
S4 3.481 3.548 3.886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.162 3.975 0.187 4.7% 0.087 2.2% 7% False False 2,033
10 4.162 3.975 0.187 4.7% 0.088 2.2% 7% False False 1,640
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.306
2.618 4.204
1.618 4.142
1.000 4.104
0.618 4.080
HIGH 4.042
0.618 4.018
0.500 4.011
0.382 4.004
LOW 3.980
0.618 3.942
1.000 3.918
1.618 3.880
2.618 3.818
4.250 3.717
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 4.011 4.018
PP 4.004 4.008
S1 3.996 3.999

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

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