NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 4.100 4.086 -0.014 -0.3% 4.268
High 4.141 4.149 0.008 0.2% 4.340
Low 4.053 4.031 -0.022 -0.5% 4.053
Close 4.113 4.115 0.002 0.0% 4.113
Range 0.088 0.118 0.030 34.1% 0.287
ATR 0.112 0.112 0.000 0.4% 0.000
Volume 72,336 85,540 13,204 18.3% 199,048
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.452 4.402 4.180
R3 4.334 4.284 4.147
R2 4.216 4.216 4.137
R1 4.166 4.166 4.126 4.191
PP 4.098 4.098 4.098 4.111
S1 4.048 4.048 4.104 4.073
S2 3.980 3.980 4.093
S3 3.862 3.930 4.083
S4 3.744 3.812 4.050
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.030 4.858 4.271
R3 4.743 4.571 4.192
R2 4.456 4.456 4.166
R1 4.284 4.284 4.139 4.227
PP 4.169 4.169 4.169 4.140
S1 3.997 3.997 4.087 3.940
S2 3.882 3.882 4.060
S3 3.595 3.710 4.034
S4 3.308 3.423 3.955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.340 4.031 0.309 7.5% 0.115 2.8% 27% False True 51,945
10 4.495 4.031 0.464 11.3% 0.099 2.4% 18% False True 37,151
20 4.697 4.031 0.666 16.2% 0.111 2.7% 13% False True 29,635
40 4.993 4.031 0.962 23.4% 0.114 2.8% 9% False True 23,117
60 5.106 4.031 1.075 26.1% 0.115 2.8% 8% False True 19,992
80 5.106 4.031 1.075 26.1% 0.114 2.8% 8% False True 17,690
100 5.106 4.031 1.075 26.1% 0.113 2.7% 8% False True 15,525
120 5.106 4.031 1.075 26.1% 0.111 2.7% 8% False True 13,635
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.651
2.618 4.458
1.618 4.340
1.000 4.267
0.618 4.222
HIGH 4.149
0.618 4.104
0.500 4.090
0.382 4.076
LOW 4.031
0.618 3.958
1.000 3.913
1.618 3.840
2.618 3.722
4.250 3.530
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 4.107 4.138
PP 4.098 4.130
S1 4.090 4.123

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

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