NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 3.310 3.301 -0.009 -0.3% 3.266
High 3.318 3.335 0.017 0.5% 3.401
Low 3.282 3.206 -0.076 -2.3% 3.231
Close 3.313 3.244 -0.069 -2.1% 3.347
Range 0.036 0.129 0.093 258.3% 0.170
ATR 0.084 0.087 0.003 3.8% 0.000
Volume 2,326 5,226 2,900 124.7% 15,569
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.649 3.575 3.315
R3 3.520 3.446 3.279
R2 3.391 3.391 3.268
R1 3.317 3.317 3.256 3.290
PP 3.262 3.262 3.262 3.248
S1 3.188 3.188 3.232 3.161
S2 3.133 3.133 3.220
S3 3.004 3.059 3.209
S4 2.875 2.930 3.173
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.836 3.762 3.441
R3 3.666 3.592 3.394
R2 3.496 3.496 3.378
R1 3.422 3.422 3.363 3.459
PP 3.326 3.326 3.326 3.345
S1 3.252 3.252 3.331 3.289
S2 3.156 3.156 3.316
S3 2.986 3.082 3.300
S4 2.816 2.912 3.254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.401 3.206 0.195 6.0% 0.094 2.9% 19% False True 3,897
10 3.495 3.206 0.289 8.9% 0.089 2.7% 13% False True 2,999
20 3.568 3.206 0.362 11.2% 0.077 2.4% 10% False True 3,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.883
2.618 3.673
1.618 3.544
1.000 3.464
0.618 3.415
HIGH 3.335
0.618 3.286
0.500 3.271
0.382 3.255
LOW 3.206
0.618 3.126
1.000 3.077
1.618 2.997
2.618 2.868
4.250 2.658
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 3.271 3.281
PP 3.262 3.269
S1 3.253 3.256

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

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