NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 4.795 4.746 -0.049 -1.0% 4.689
High 4.809 4.746 -0.063 -1.3% 4.868
Low 4.717 4.590 -0.127 -2.7% 4.686
Close 4.721 4.644 -0.077 -1.6% 4.795
Range 0.092 0.156 0.064 69.6% 0.182
ATR 0.105 0.109 0.004 3.4% 0.000
Volume 1,998 2,804 806 40.3% 13,076
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.128 5.042 4.730
R3 4.972 4.886 4.687
R2 4.816 4.816 4.673
R1 4.730 4.730 4.658 4.695
PP 4.660 4.660 4.660 4.643
S1 4.574 4.574 4.630 4.539
S2 4.504 4.504 4.615
S3 4.348 4.418 4.601
S4 4.192 4.262 4.558
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.329 5.244 4.895
R3 5.147 5.062 4.845
R2 4.965 4.965 4.828
R1 4.880 4.880 4.812 4.923
PP 4.783 4.783 4.783 4.804
S1 4.698 4.698 4.778 4.741
S2 4.601 4.601 4.762
S3 4.419 4.516 4.745
S4 4.237 4.334 4.695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.868 4.590 0.278 6.0% 0.119 2.6% 19% False True 2,945
10 4.868 4.590 0.278 6.0% 0.106 2.3% 19% False True 2,266
20 5.330 4.590 0.740 15.9% 0.109 2.3% 7% False True 2,183
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.409
2.618 5.154
1.618 4.998
1.000 4.902
0.618 4.842
HIGH 4.746
0.618 4.686
0.500 4.668
0.382 4.650
LOW 4.590
0.618 4.494
1.000 4.434
1.618 4.338
2.618 4.182
4.250 3.927
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 4.668 4.722
PP 4.660 4.696
S1 4.652 4.670

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

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