NYMEX Natural Gas Future January 2012


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 4.390 4.400 0.010 0.2% 4.564
High 4.451 4.464 0.013 0.3% 4.636
Low 4.361 4.360 -0.001 0.0% 4.361
Close 4.432 4.439 0.007 0.2% 4.432
Range 0.090 0.104 0.014 15.6% 0.275
ATR 0.105 0.105 0.000 -0.1% 0.000
Volume 34,710 23,189 -11,521 -33.2% 95,789
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.733 4.690 4.496
R3 4.629 4.586 4.468
R2 4.525 4.525 4.458
R1 4.482 4.482 4.449 4.504
PP 4.421 4.421 4.421 4.432
S1 4.378 4.378 4.429 4.400
S2 4.317 4.317 4.420
S3 4.213 4.274 4.410
S4 4.109 4.170 4.382
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 5.301 5.142 4.583
R3 5.026 4.867 4.508
R2 4.751 4.751 4.482
R1 4.592 4.592 4.457 4.534
PP 4.476 4.476 4.476 4.448
S1 4.317 4.317 4.407 4.259
S2 4.201 4.201 4.382
S3 3.926 4.042 4.356
S4 3.651 3.767 4.281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.636 4.360 0.276 6.2% 0.107 2.4% 29% False True 20,977
10 4.757 4.360 0.397 8.9% 0.092 2.1% 20% False True 17,870
20 4.962 4.360 0.602 13.6% 0.102 2.3% 13% False True 17,201
40 5.242 4.360 0.882 19.9% 0.105 2.4% 9% False True 15,240
60 5.356 4.360 0.996 22.4% 0.108 2.4% 8% False True 14,294
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.906
2.618 4.736
1.618 4.632
1.000 4.568
0.618 4.528
HIGH 4.464
0.618 4.424
0.500 4.412
0.382 4.400
LOW 4.360
0.618 4.296
1.000 4.256
1.618 4.192
2.618 4.088
4.250 3.918
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 4.430 4.449
PP 4.421 4.446
S1 4.412 4.442

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

View Archives - Comment on this page... - Back to Index of Symbols