NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 4.016 4.043 0.027 0.7% 4.036
High 4.077 4.054 -0.023 -0.6% 4.128
Low 3.995 3.952 -0.043 -1.1% 3.950
Close 4.047 3.955 -0.092 -2.3% 4.047
Range 0.082 0.102 0.020 24.4% 0.178
ATR 0.111 0.111 -0.001 -0.6% 0.000
Volume 46,908 31,635 -15,273 -32.6% 166,477
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.293 4.226 4.011
R3 4.191 4.124 3.983
R2 4.089 4.089 3.974
R1 4.022 4.022 3.964 4.005
PP 3.987 3.987 3.987 3.978
S1 3.920 3.920 3.946 3.903
S2 3.885 3.885 3.936
S3 3.783 3.818 3.927
S4 3.681 3.716 3.899
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.576 4.489 4.145
R3 4.398 4.311 4.096
R2 4.220 4.220 4.080
R1 4.133 4.133 4.063 4.177
PP 4.042 4.042 4.042 4.063
S1 3.955 3.955 4.031 3.999
S2 3.864 3.864 4.014
S3 3.686 3.777 3.998
S4 3.508 3.599 3.949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.128 3.950 0.178 4.5% 0.113 2.9% 3% False False 36,109
10 4.201 3.950 0.251 6.3% 0.105 2.7% 2% False False 34,644
20 4.340 3.950 0.390 9.9% 0.112 2.8% 1% False False 47,669
40 4.697 3.950 0.747 18.9% 0.114 2.9% 1% False False 35,701
60 5.106 3.950 1.156 29.2% 0.113 2.9% 0% False False 28,692
80 5.106 3.950 1.156 29.2% 0.114 2.9% 0% False False 24,559
100 5.106 3.950 1.156 29.2% 0.112 2.8% 0% False False 21,380
120 5.106 3.950 1.156 29.2% 0.112 2.8% 0% False False 18,864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.488
2.618 4.321
1.618 4.219
1.000 4.156
0.618 4.117
HIGH 4.054
0.618 4.015
0.500 4.003
0.382 3.991
LOW 3.952
0.618 3.889
1.000 3.850
1.618 3.787
2.618 3.685
4.250 3.519
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 4.003 4.014
PP 3.987 3.994
S1 3.971 3.975

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

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