NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 3.808 3.838 0.030 0.8% 3.661
High 3.848 3.849 0.001 0.0% 3.886
Low 3.799 3.768 -0.031 -0.8% 3.661
Close 3.843 3.784 -0.059 -1.5% 3.886
Range 0.049 0.081 0.032 65.3% 0.225
ATR 0.000 0.086 0.086 0.000
Volume 1,379 2,186 807 58.5% 8,566
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.043 3.995 3.829
R3 3.962 3.914 3.806
R2 3.881 3.881 3.799
R1 3.833 3.833 3.791 3.817
PP 3.800 3.800 3.800 3.792
S1 3.752 3.752 3.777 3.736
S2 3.719 3.719 3.769
S3 3.638 3.671 3.762
S4 3.557 3.590 3.739
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 3.927 3.716 0.211 5.6% 0.093 2.5% 32% False False 1,451
10 3.927 3.661 0.266 7.0% 0.089 2.3% 46% False False 2,491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.193
2.618 4.061
1.618 3.980
1.000 3.930
0.618 3.899
HIGH 3.849
0.618 3.818
0.500 3.809
0.382 3.799
LOW 3.768
0.618 3.718
1.000 3.687
1.618 3.637
2.618 3.556
4.250 3.424
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 3.809 3.844
PP 3.800 3.824
S1 3.792 3.804

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

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