NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 3.966 3.900 -0.066 -1.7% 4.143
High 3.966 3.902 -0.064 -1.6% 4.162
Low 3.854 3.824 -0.030 -0.8% 3.975
Close 3.863 3.863 0.000 0.0% 3.989
Range 0.112 0.078 -0.034 -30.4% 0.187
ATR 0.089 0.088 -0.001 -0.9% 0.000
Volume 1,481 6,878 5,397 364.4% 10,165
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.097 4.058 3.906
R3 4.019 3.980 3.884
R2 3.941 3.941 3.877
R1 3.902 3.902 3.870 3.883
PP 3.863 3.863 3.863 3.853
S1 3.824 3.824 3.856 3.805
S2 3.785 3.785 3.849
S3 3.707 3.746 3.842
S4 3.629 3.668 3.820
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.603 4.483 4.092
R3 4.416 4.296 4.040
R2 4.229 4.229 4.023
R1 4.109 4.109 4.006 4.076
PP 4.042 4.042 4.042 4.025
S1 3.922 3.922 3.972 3.889
S2 3.855 3.855 3.955
S3 3.668 3.735 3.938
S4 3.481 3.548 3.886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.042 3.824 0.218 5.6% 0.087 2.3% 18% False True 2,716
10 4.162 3.824 0.338 8.7% 0.092 2.4% 12% False True 2,330
20 4.201 3.824 0.377 9.8% 0.091 2.4% 10% False True 2,183
Crabel Price Patterns
NR True
NR4 True
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 0.013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.234
2.618 4.106
1.618 4.028
1.000 3.980
0.618 3.950
HIGH 3.902
0.618 3.872
0.500 3.863
0.382 3.854
LOW 3.824
0.618 3.776
1.000 3.746
1.618 3.698
2.618 3.620
4.250 3.493
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 3.863 3.897
PP 3.863 3.885
S1 3.863 3.874

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

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