NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 4.743 4.665 -0.078 -1.6% 4.843
High 4.765 4.696 -0.069 -1.4% 4.912
Low 4.671 4.633 -0.038 -0.8% 4.711
Close 4.700 4.680 -0.020 -0.4% 4.730
Range 0.094 0.063 -0.031 -33.0% 0.201
ATR 0.102 0.099 -0.002 -2.4% 0.000
Volume 3,594 4,365 771 21.5% 24,863
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.859 4.832 4.715
R3 4.796 4.769 4.697
R2 4.733 4.733 4.692
R1 4.706 4.706 4.686 4.720
PP 4.670 4.670 4.670 4.676
S1 4.643 4.643 4.674 4.657
S2 4.607 4.607 4.668
S3 4.544 4.580 4.663
S4 4.481 4.517 4.645
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.387 5.260 4.841
R3 5.186 5.059 4.785
R2 4.985 4.985 4.767
R1 4.858 4.858 4.748 4.821
PP 4.784 4.784 4.784 4.766
S1 4.657 4.657 4.712 4.620
S2 4.583 4.583 4.693
S3 4.382 4.456 4.675
S4 4.181 4.255 4.619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.896 4.633 0.263 5.6% 0.105 2.2% 18% False True 4,322
10 4.912 4.633 0.279 6.0% 0.096 2.1% 17% False True 4,770
20 4.912 4.558 0.354 7.6% 0.099 2.1% 34% False False 4,790
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.964
2.618 4.861
1.618 4.798
1.000 4.759
0.618 4.735
HIGH 4.696
0.618 4.672
0.500 4.665
0.382 4.657
LOW 4.633
0.618 4.594
1.000 4.570
1.618 4.531
2.618 4.468
4.250 4.365
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 4.675 4.707
PP 4.670 4.698
S1 4.665 4.689

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

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