NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 3.983 4.060 0.077 1.9% 3.989
High 4.093 4.175 0.082 2.0% 4.137
Low 3.948 4.031 0.083 2.1% 3.959
Close 4.054 4.117 0.063 1.6% 3.998
Range 0.145 0.144 -0.001 -0.7% 0.178
ATR 0.121 0.123 0.002 1.3% 0.000
Volume 52,277 54,139 1,862 3.6% 179,467
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.540 4.472 4.196
R3 4.396 4.328 4.157
R2 4.252 4.252 4.143
R1 4.184 4.184 4.130 4.218
PP 4.108 4.108 4.108 4.125
S1 4.040 4.040 4.104 4.074
S2 3.964 3.964 4.091
S3 3.820 3.896 4.077
S4 3.676 3.752 4.038
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.565 4.460 4.096
R3 4.387 4.282 4.047
R2 4.209 4.209 4.031
R1 4.104 4.104 4.014 4.157
PP 4.031 4.031 4.031 4.058
S1 3.926 3.926 3.982 3.979
S2 3.853 3.853 3.965
S3 3.675 3.748 3.949
S4 3.497 3.570 3.900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.175 3.916 0.259 6.3% 0.115 2.8% 78% True False 48,900
10 4.243 3.916 0.327 7.9% 0.136 3.3% 61% False False 45,133
20 4.243 3.903 0.340 8.3% 0.121 2.9% 63% False False 39,622
40 4.679 3.903 0.776 18.8% 0.117 2.9% 28% False False 40,374
60 4.697 3.903 0.794 19.3% 0.117 2.8% 27% False False 33,503
80 5.106 3.903 1.203 29.2% 0.117 2.8% 18% False False 29,068
100 5.106 3.903 1.203 29.2% 0.117 2.8% 18% False False 25,456
120 5.106 3.903 1.203 29.2% 0.115 2.8% 18% False False 22,429
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.787
2.618 4.552
1.618 4.408
1.000 4.319
0.618 4.264
HIGH 4.175
0.618 4.120
0.500 4.103
0.382 4.086
LOW 4.031
0.618 3.942
1.000 3.887
1.618 3.798
2.618 3.654
4.250 3.419
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 4.112 4.093
PP 4.108 4.069
S1 4.103 4.046

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

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