NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 4.915 4.998 0.083 1.7% 4.920
High 5.035 5.056 0.021 0.4% 4.997
Low 4.899 4.933 0.034 0.7% 4.786
Close 5.002 4.992 -0.010 -0.2% 4.911
Range 0.136 0.123 -0.013 -9.6% 0.211
ATR 0.113 0.114 0.001 0.6% 0.000
Volume 10,367 7,599 -2,768 -26.7% 40,068
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 5.363 5.300 5.060
R3 5.240 5.177 5.026
R2 5.117 5.117 5.015
R1 5.054 5.054 5.003 5.024
PP 4.994 4.994 4.994 4.979
S1 4.931 4.931 4.981 4.901
S2 4.871 4.871 4.969
S3 4.748 4.808 4.958
S4 4.625 4.685 4.924
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.531 5.432 5.027
R3 5.320 5.221 4.969
R2 5.109 5.109 4.950
R1 5.010 5.010 4.930 4.954
PP 4.898 4.898 4.898 4.870
S1 4.799 4.799 4.892 4.743
S2 4.687 4.687 4.872
S3 4.476 4.588 4.853
S4 4.265 4.377 4.795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.056 4.786 0.270 5.4% 0.111 2.2% 76% True False 9,000
10 5.056 4.786 0.270 5.4% 0.112 2.2% 76% True False 8,266
20 5.335 4.786 0.549 11.0% 0.114 2.3% 38% False False 10,167
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 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.579
2.618 5.378
1.618 5.255
1.000 5.179
0.618 5.132
HIGH 5.056
0.618 5.009
0.500 4.995
0.382 4.980
LOW 4.933
0.618 4.857
1.000 4.810
1.618 4.734
2.618 4.611
4.250 4.410
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 4.995 4.968
PP 4.994 4.945
S1 4.993 4.921

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

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