NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 4.090 4.078 -0.012 -0.3% 4.163
High 4.129 4.105 -0.024 -0.6% 4.215
Low 3.992 4.040 0.048 1.2% 3.992
Close 4.038 4.075 0.037 0.9% 4.075
Range 0.137 0.065 -0.072 -52.6% 0.223
ATR 0.115 0.112 -0.003 -3.0% 0.000
Volume 32,253 38,818 6,565 20.4% 177,158
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.268 4.237 4.111
R3 4.203 4.172 4.093
R2 4.138 4.138 4.087
R1 4.107 4.107 4.081 4.090
PP 4.073 4.073 4.073 4.065
S1 4.042 4.042 4.069 4.025
S2 4.008 4.008 4.063
S3 3.943 3.977 4.057
S4 3.878 3.912 4.039
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.763 4.642 4.198
R3 4.540 4.419 4.136
R2 4.317 4.317 4.116
R1 4.196 4.196 4.095 4.145
PP 4.094 4.094 4.094 4.069
S1 3.973 3.973 4.055 3.922
S2 3.871 3.871 4.034
S3 3.648 3.750 4.014
S4 3.425 3.527 3.952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.215 3.992 0.223 5.5% 0.102 2.5% 37% False False 35,431
10 4.306 3.992 0.314 7.7% 0.114 2.8% 26% False False 58,108
20 4.540 3.992 0.548 13.4% 0.106 2.6% 15% False False 44,177
40 4.697 3.992 0.705 17.3% 0.113 2.8% 12% False False 32,613
60 5.106 3.992 1.114 27.3% 0.116 2.8% 7% False False 27,123
80 5.106 3.992 1.114 27.3% 0.116 2.9% 7% False False 23,083
100 5.106 3.992 1.114 27.3% 0.112 2.8% 7% False False 19,843
120 5.106 3.992 1.114 27.3% 0.112 2.7% 7% False False 17,510
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.381
2.618 4.275
1.618 4.210
1.000 4.170
0.618 4.145
HIGH 4.105
0.618 4.080
0.500 4.073
0.382 4.065
LOW 4.040
0.618 4.000
1.000 3.975
1.618 3.935
2.618 3.870
4.250 3.764
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 4.074 4.070
PP 4.073 4.065
S1 4.073 4.061

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

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