NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 3.736 3.823 0.087 2.3% 3.664
High 3.820 3.859 0.039 1.0% 3.859
Low 3.688 3.823 0.135 3.7% 3.658
Close 3.799 3.859 0.060 1.6% 3.859
Range 0.132 0.036 -0.096 -72.7% 0.201
ATR 0.087 0.085 -0.002 -2.2% 0.000
Volume 2,003 2,130 127 6.3% 10,522
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.955 3.943 3.879
R3 3.919 3.907 3.869
R2 3.883 3.883 3.866
R1 3.871 3.871 3.862 3.877
PP 3.847 3.847 3.847 3.850
S1 3.835 3.835 3.856 3.841
S2 3.811 3.811 3.852
S3 3.775 3.799 3.849
S4 3.739 3.763 3.839
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.395 4.328 3.970
R3 4.194 4.127 3.914
R2 3.993 3.993 3.896
R1 3.926 3.926 3.877 3.960
PP 3.792 3.792 3.792 3.809
S1 3.725 3.725 3.841 3.759
S2 3.591 3.591 3.822
S3 3.390 3.524 3.804
S4 3.189 3.323 3.748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.859 3.649 0.210 5.4% 0.080 2.1% 100% True False 2,708
10 3.859 3.637 0.222 5.8% 0.074 1.9% 100% True False 2,546
20 4.162 3.637 0.525 13.6% 0.083 2.1% 42% False False 2,438
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 0.021
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 4.012
2.618 3.953
1.618 3.917
1.000 3.895
0.618 3.881
HIGH 3.859
0.618 3.845
0.500 3.841
0.382 3.837
LOW 3.823
0.618 3.801
1.000 3.787
1.618 3.765
2.618 3.729
4.250 3.670
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 3.853 3.831
PP 3.847 3.802
S1 3.841 3.774

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

View Archives - Comment on this page... - Back to Index of Symbols