NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 3.690 3.771 0.081 2.2% 3.615
High 3.770 3.810 0.040 1.1% 3.810
Low 3.638 3.716 0.078 2.1% 3.603
Close 3.748 3.808 0.060 1.6% 3.808
Range 0.132 0.094 -0.038 -28.8% 0.207
ATR 0.088 0.089 0.000 0.5% 0.000
Volume 3,054 3,738 684 22.4% 20,259
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.060 4.028 3.860
R3 3.966 3.934 3.834
R2 3.872 3.872 3.825
R1 3.840 3.840 3.817 3.856
PP 3.778 3.778 3.778 3.786
S1 3.746 3.746 3.799 3.762
S2 3.684 3.684 3.791
S3 3.590 3.652 3.782
S4 3.496 3.558 3.756
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.361 4.292 3.922
R3 4.154 4.085 3.865
R2 3.947 3.947 3.846
R1 3.878 3.878 3.827 3.913
PP 3.740 3.740 3.740 3.758
S1 3.671 3.671 3.789 3.706
S2 3.533 3.533 3.770
S3 3.326 3.464 3.751
S4 3.119 3.257 3.694
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.810 3.600 0.210 5.5% 0.093 2.4% 99% True False 4,836
10 3.810 3.585 0.225 5.9% 0.084 2.2% 99% True False 4,274
20 4.118 3.585 0.533 14.0% 0.088 2.3% 42% False False 3,655
40 4.236 3.585 0.651 17.1% 0.085 2.2% 34% False False 2,629
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.210
2.618 4.056
1.618 3.962
1.000 3.904
0.618 3.868
HIGH 3.810
0.618 3.774
0.500 3.763
0.382 3.752
LOW 3.716
0.618 3.658
1.000 3.622
1.618 3.564
2.618 3.470
4.250 3.317
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 3.793 3.780
PP 3.778 3.752
S1 3.763 3.724

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

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