NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 4.604 4.578 -0.026 -0.6% 4.797
High 4.636 4.593 -0.043 -0.9% 4.809
Low 4.558 4.508 -0.050 -1.1% 4.563
Close 4.578 4.528 -0.050 -1.1% 4.565
Range 0.078 0.085 0.007 9.0% 0.246
ATR 0.095 0.094 -0.001 -0.8% 0.000
Volume 4,149 5,508 1,359 32.8% 17,688
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.798 4.748 4.575
R3 4.713 4.663 4.551
R2 4.628 4.628 4.544
R1 4.578 4.578 4.536 4.561
PP 4.543 4.543 4.543 4.534
S1 4.493 4.493 4.520 4.476
S2 4.458 4.458 4.512
S3 4.373 4.408 4.505
S4 4.288 4.323 4.481
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.384 5.220 4.700
R3 5.138 4.974 4.633
R2 4.892 4.892 4.610
R1 4.728 4.728 4.588 4.687
PP 4.646 4.646 4.646 4.625
S1 4.482 4.482 4.542 4.441
S2 4.400 4.400 4.520
S3 4.154 4.236 4.497
S4 3.908 3.990 4.430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.726 4.508 0.218 4.8% 0.074 1.6% 9% False True 4,593
10 4.920 4.508 0.412 9.1% 0.084 1.9% 5% False True 3,784
20 4.958 4.508 0.450 9.9% 0.093 2.1% 4% False True 3,060
40 5.330 4.508 0.822 18.2% 0.099 2.2% 2% False True 2,578
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.954
2.618 4.816
1.618 4.731
1.000 4.678
0.618 4.646
HIGH 4.593
0.618 4.561
0.500 4.551
0.382 4.540
LOW 4.508
0.618 4.455
1.000 4.423
1.618 4.370
2.618 4.285
4.250 4.147
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 4.551 4.572
PP 4.543 4.557
S1 4.536 4.543

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

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