NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 4.010 4.013 0.003 0.1% 4.062
High 4.051 4.128 0.077 1.9% 4.128
Low 3.979 4.012 0.033 0.8% 3.979
Close 4.000 4.125 0.125 3.1% 4.125
Range 0.072 0.116 0.044 61.1% 0.149
ATR 0.000 0.088 0.088 0.000
Volume 1,177 1,759 582 49.4% 6,235
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.436 4.397 4.189
R3 4.320 4.281 4.157
R2 4.204 4.204 4.146
R1 4.165 4.165 4.136 4.185
PP 4.088 4.088 4.088 4.098
S1 4.049 4.049 4.114 4.069
S2 3.972 3.972 4.104
S3 3.856 3.933 4.093
S4 3.740 3.817 4.061
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.524 4.474 4.207
R3 4.375 4.325 4.166
R2 4.226 4.226 4.152
R1 4.176 4.176 4.139 4.201
PP 4.077 4.077 4.077 4.090
S1 4.027 4.027 4.111 4.052
S2 3.928 3.928 4.098
S3 3.779 3.878 4.084
S4 3.630 3.729 4.043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.128 3.979 0.149 3.6% 0.089 2.1% 98% True False 1,247
10 4.201 3.977 0.224 5.4% 0.087 2.1% 66% False False 2,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.621
2.618 4.432
1.618 4.316
1.000 4.244
0.618 4.200
HIGH 4.128
0.618 4.084
0.500 4.070
0.382 4.056
LOW 4.012
0.618 3.940
1.000 3.896
1.618 3.824
2.618 3.708
4.250 3.519
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 4.107 4.101
PP 4.088 4.077
S1 4.070 4.054

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

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