NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 3.704 3.760 0.056 1.5% 3.930
High 3.769 3.763 -0.006 -0.2% 3.978
Low 3.658 3.648 -0.010 -0.3% 3.730
Close 3.745 3.652 -0.093 -2.5% 3.783
Range 0.111 0.115 0.004 3.6% 0.248
ATR 0.116 0.116 0.000 -0.1% 0.000
Volume 88,501 108,527 20,026 22.6% 547,961
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.033 3.957 3.715
R3 3.918 3.842 3.684
R2 3.803 3.803 3.673
R1 3.727 3.727 3.663 3.708
PP 3.688 3.688 3.688 3.678
S1 3.612 3.612 3.641 3.593
S2 3.573 3.573 3.631
S3 3.458 3.497 3.620
S4 3.343 3.382 3.589
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.574 4.427 3.919
R3 4.326 4.179 3.851
R2 4.078 4.078 3.828
R1 3.931 3.931 3.806 3.881
PP 3.830 3.830 3.830 3.805
S1 3.683 3.683 3.760 3.633
S2 3.582 3.582 3.738
S3 3.334 3.435 3.715
S4 3.086 3.187 3.647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.863 3.648 0.215 5.9% 0.108 3.0% 2% False True 113,149
10 3.978 3.648 0.330 9.0% 0.121 3.3% 1% False True 116,826
20 4.039 3.648 0.391 10.7% 0.121 3.3% 1% False True 95,685
40 4.347 3.648 0.699 19.1% 0.108 3.0% 1% False True 71,827
60 4.450 3.648 0.802 22.0% 0.110 3.0% 0% False True 56,576
80 4.851 3.648 1.203 32.9% 0.109 3.0% 0% False True 46,904
100 4.871 3.648 1.223 33.5% 0.109 3.0% 0% False True 39,618
120 5.283 3.648 1.635 44.8% 0.112 3.1% 0% False True 34,595
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.252
2.618 4.064
1.618 3.949
1.000 3.878
0.618 3.834
HIGH 3.763
0.618 3.719
0.500 3.706
0.382 3.692
LOW 3.648
0.618 3.577
1.000 3.533
1.618 3.462
2.618 3.347
4.250 3.159
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 3.706 3.709
PP 3.688 3.690
S1 3.670 3.671

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

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