NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 4.920 4.965 0.045 0.9% 4.932
High 4.997 4.994 -0.003 -0.1% 4.944
Low 4.869 4.857 -0.012 -0.2% 4.792
Close 4.985 4.881 -0.104 -2.1% 4.923
Range 0.128 0.137 0.009 7.0% 0.152
ATR 0.110 0.112 0.002 1.7% 0.000
Volume 4,689 8,344 3,655 77.9% 46,735
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 5.322 5.238 4.956
R3 5.185 5.101 4.919
R2 5.048 5.048 4.906
R1 4.964 4.964 4.894 4.938
PP 4.911 4.911 4.911 4.897
S1 4.827 4.827 4.868 4.801
S2 4.774 4.774 4.856
S3 4.637 4.690 4.843
S4 4.500 4.553 4.806
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 5.342 5.285 5.007
R3 5.190 5.133 4.965
R2 5.038 5.038 4.951
R1 4.981 4.981 4.937 4.934
PP 4.886 4.886 4.886 4.863
S1 4.829 4.829 4.909 4.782
S2 4.734 4.734 4.895
S3 4.582 4.677 4.881
S4 4.430 4.525 4.839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.997 4.792 0.205 4.2% 0.113 2.3% 43% False False 7,532
10 5.323 4.792 0.531 10.9% 0.126 2.6% 17% False False 9,927
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 0.025
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.576
2.618 5.353
1.618 5.216
1.000 5.131
0.618 5.079
HIGH 4.994
0.618 4.942
0.500 4.926
0.382 4.909
LOW 4.857
0.618 4.772
1.000 4.720
1.618 4.635
2.618 4.498
4.250 4.275
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 4.926 4.924
PP 4.911 4.909
S1 4.896 4.895

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

View Archives - Comment on this page... - Back to Index of Symbols