NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 4.030 3.989 -0.041 -1.0% 4.143
High 4.042 3.989 -0.053 -1.3% 4.162
Low 3.980 3.894 -0.086 -2.2% 3.975
Close 3.989 3.916 -0.073 -1.8% 3.989
Range 0.062 0.095 0.033 53.2% 0.187
ATR 0.087 0.087 0.001 0.7% 0.000
Volume 2,204 1,247 -957 -43.4% 10,165
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.218 4.162 3.968
R3 4.123 4.067 3.942
R2 4.028 4.028 3.933
R1 3.972 3.972 3.925 3.953
PP 3.933 3.933 3.933 3.923
S1 3.877 3.877 3.907 3.858
S2 3.838 3.838 3.899
S3 3.743 3.782 3.890
S4 3.648 3.687 3.864
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 4.159 3.894 0.265 6.8% 0.087 2.2% 8% False True 1,826
10 4.162 3.894 0.268 6.8% 0.090 2.3% 8% False True 1,637
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.393
2.618 4.238
1.618 4.143
1.000 4.084
0.618 4.048
HIGH 3.989
0.618 3.953
0.500 3.942
0.382 3.930
LOW 3.894
0.618 3.835
1.000 3.799
1.618 3.740
2.618 3.645
4.250 3.490
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 3.942 3.977
PP 3.933 3.957
S1 3.925 3.936

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

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