NYMEX Natural Gas Future August 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 3.727 3.833 0.106 2.8% 3.661
High 3.829 3.886 0.057 1.5% 3.886
Low 3.716 3.832 0.116 3.1% 3.661
Close 3.825 3.886 0.061 1.6% 3.886
Range 0.113 0.054 -0.059 -52.2% 0.225
ATR
Volume 1,572 1,679 107 6.8% 8,566
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.030 4.012 3.916
R3 3.976 3.958 3.901
R2 3.922 3.922 3.896
R1 3.904 3.904 3.891 3.913
PP 3.868 3.868 3.868 3.873
S1 3.850 3.850 3.881 3.859
S2 3.814 3.814 3.876
S3 3.760 3.796 3.871
S4 3.706 3.742 3.856
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.486 4.411 4.010
R3 4.261 4.186 3.948
R2 4.036 4.036 3.927
R1 3.961 3.961 3.907 3.999
PP 3.811 3.811 3.811 3.830
S1 3.736 3.736 3.865 3.774
S2 3.586 3.586 3.845
S3 3.361 3.511 3.824
S4 3.136 3.286 3.762
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.886 3.661 0.225 5.8% 0.083 2.1% 100% True False 2,254
10 3.886 3.661 0.225 5.8% 0.075 1.9% 100% True False 2,605
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 0.016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.116
2.618 4.027
1.618 3.973
1.000 3.940
0.618 3.919
HIGH 3.886
0.618 3.865
0.500 3.859
0.382 3.853
LOW 3.832
0.618 3.799
1.000 3.778
1.618 3.745
2.618 3.691
4.250 3.603
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 3.877 3.858
PP 3.868 3.829
S1 3.859 3.801

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

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