NYMEX Natural Gas Future July 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 3.989 3.907 -0.082 -2.1% 4.143
High 3.989 3.969 -0.020 -0.5% 4.162
Low 3.894 3.881 -0.013 -0.3% 3.975
Close 3.916 3.955 0.039 1.0% 3.989
Range 0.095 0.088 -0.007 -7.4% 0.187
ATR 0.087 0.087 0.000 0.1% 0.000
Volume 1,247 1,773 526 42.2% 10,165
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.199 4.165 4.003
R3 4.111 4.077 3.979
R2 4.023 4.023 3.971
R1 3.989 3.989 3.963 4.006
PP 3.935 3.935 3.935 3.944
S1 3.901 3.901 3.947 3.918
S2 3.847 3.847 3.939
S3 3.759 3.813 3.931
S4 3.671 3.725 3.907
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 4.060 3.881 0.179 4.5% 0.075 1.9% 41% False True 1,688
10 4.162 3.881 0.281 7.1% 0.090 2.3% 26% False True 1,764
20 4.201 3.881 0.320 8.1% 0.088 2.2% 23% False True 1,949
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.343
2.618 4.199
1.618 4.111
1.000 4.057
0.618 4.023
HIGH 3.969
0.618 3.935
0.500 3.925
0.382 3.915
LOW 3.881
0.618 3.827
1.000 3.793
1.618 3.739
2.618 3.651
4.250 3.507
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 3.945 3.962
PP 3.935 3.959
S1 3.925 3.957

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

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