NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 3.820 3.772 -0.048 -1.3% 3.989
High 3.849 3.790 -0.059 -1.5% 3.989
Low 3.800 3.750 -0.050 -1.3% 3.800
Close 3.827 3.758 -0.069 -1.8% 3.827
Range 0.049 0.040 -0.009 -18.4% 0.189
ATR 0.087 0.086 -0.001 -0.8% 0.000
Volume 2,196 1,566 -630 -28.7% 13,575
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.886 3.862 3.780
R3 3.846 3.822 3.769
R2 3.806 3.806 3.765
R1 3.782 3.782 3.762 3.774
PP 3.766 3.766 3.766 3.762
S1 3.742 3.742 3.754 3.734
S2 3.726 3.726 3.751
S3 3.686 3.702 3.747
S4 3.646 3.662 3.736
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.439 4.322 3.931
R3 4.250 4.133 3.879
R2 4.061 4.061 3.862
R1 3.944 3.944 3.844 3.908
PP 3.872 3.872 3.872 3.854
S1 3.755 3.755 3.810 3.719
S2 3.683 3.683 3.792
S3 3.494 3.566 3.775
S4 3.305 3.377 3.723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.969 3.750 0.219 5.8% 0.073 2.0% 4% False True 2,778
10 4.159 3.750 0.409 10.9% 0.080 2.1% 2% False True 2,302
20 4.162 3.750 0.412 11.0% 0.082 2.2% 2% False True 2,157
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 0.015
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 3.960
2.618 3.895
1.618 3.855
1.000 3.830
0.618 3.815
HIGH 3.790
0.618 3.775
0.500 3.770
0.382 3.765
LOW 3.750
0.618 3.725
1.000 3.710
1.618 3.685
2.618 3.645
4.250 3.580
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 3.770 3.826
PP 3.766 3.803
S1 3.762 3.781

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

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