NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 3.738 3.694 -0.044 -1.2% 3.989
High 3.756 3.720 -0.036 -1.0% 3.989
Low 3.693 3.637 -0.056 -1.5% 3.800
Close 3.702 3.648 -0.054 -1.5% 3.827
Range 0.063 0.083 0.020 31.7% 0.189
ATR 0.084 0.084 0.000 -0.1% 0.000
Volume 2,914 2,360 -554 -19.0% 13,575
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.917 3.866 3.694
R3 3.834 3.783 3.671
R2 3.751 3.751 3.663
R1 3.700 3.700 3.656 3.684
PP 3.668 3.668 3.668 3.661
S1 3.617 3.617 3.640 3.601
S2 3.585 3.585 3.633
S3 3.502 3.534 3.625
S4 3.419 3.451 3.602
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 3.902 3.637 0.265 7.3% 0.063 1.7% 4% False True 3,182
10 4.060 3.637 0.423 11.6% 0.075 2.1% 3% False True 2,424
20 4.162 3.637 0.525 14.4% 0.082 2.2% 2% False True 1,997
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.073
2.618 3.937
1.618 3.854
1.000 3.803
0.618 3.771
HIGH 3.720
0.618 3.688
0.500 3.679
0.382 3.669
LOW 3.637
0.618 3.586
1.000 3.554
1.618 3.503
2.618 3.420
4.250 3.284
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 3.679 3.714
PP 3.668 3.692
S1 3.658 3.670

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

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