NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 3.694 3.692 -0.002 -0.1% 3.772
High 3.754 3.724 -0.030 -0.8% 3.790
Low 3.653 3.649 -0.004 -0.1% 3.637
Close 3.703 3.669 -0.034 -0.9% 3.669
Range 0.101 0.075 -0.026 -25.7% 0.153
ATR 0.086 0.085 -0.001 -0.9% 0.000
Volume 2,886 3,021 135 4.7% 12,747
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.906 3.862 3.710
R3 3.831 3.787 3.690
R2 3.756 3.756 3.683
R1 3.712 3.712 3.676 3.697
PP 3.681 3.681 3.681 3.673
S1 3.637 3.637 3.662 3.622
S2 3.606 3.606 3.655
S3 3.531 3.562 3.648
S4 3.456 3.487 3.628
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.158 4.066 3.753
R3 4.005 3.913 3.711
R2 3.852 3.852 3.697
R1 3.760 3.760 3.683 3.730
PP 3.699 3.699 3.699 3.683
S1 3.607 3.607 3.655 3.577
S2 3.546 3.546 3.641
S3 3.393 3.454 3.627
S4 3.240 3.301 3.585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.790 3.637 0.153 4.2% 0.072 2.0% 21% False False 2,549
10 3.989 3.637 0.352 9.6% 0.078 2.1% 9% False False 2,632
20 4.162 3.637 0.525 14.3% 0.083 2.3% 6% False False 2,136
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 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.043
2.618 3.920
1.618 3.845
1.000 3.799
0.618 3.770
HIGH 3.724
0.618 3.695
0.500 3.687
0.382 3.678
LOW 3.649
0.618 3.603
1.000 3.574
1.618 3.528
2.618 3.453
4.250 3.330
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 3.687 3.696
PP 3.681 3.687
S1 3.675 3.678

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

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