NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 3.694 3.694 0.000 0.0% 3.989
High 3.720 3.754 0.034 0.9% 3.989
Low 3.637 3.653 0.016 0.4% 3.800
Close 3.648 3.703 0.055 1.5% 3.827
Range 0.083 0.101 0.018 21.7% 0.189
ATR 0.084 0.086 0.002 1.8% 0.000
Volume 2,360 2,886 526 22.3% 13,575
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.006 3.956 3.759
R3 3.905 3.855 3.731
R2 3.804 3.804 3.722
R1 3.754 3.754 3.712 3.779
PP 3.703 3.703 3.703 3.716
S1 3.653 3.653 3.694 3.678
S2 3.602 3.602 3.684
S3 3.501 3.552 3.675
S4 3.400 3.451 3.647
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 3.849 3.637 0.212 5.7% 0.067 1.8% 31% False False 2,384
10 4.042 3.637 0.405 10.9% 0.077 2.1% 16% False False 2,550
20 4.162 3.637 0.525 14.2% 0.083 2.2% 13% False False 2,105
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 0.016
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.183
2.618 4.018
1.618 3.917
1.000 3.855
0.618 3.816
HIGH 3.754
0.618 3.715
0.500 3.704
0.382 3.692
LOW 3.653
0.618 3.591
1.000 3.552
1.618 3.490
2.618 3.389
4.250 3.224
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 3.704 3.701
PP 3.703 3.699
S1 3.703 3.697

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

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