NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 5.232 5.279 0.047 0.9% 5.134
High 5.295 5.292 -0.003 -0.1% 5.314
Low 5.197 5.228 0.031 0.6% 5.127
Close 5.275 5.285 0.010 0.2% 5.180
Range 0.098 0.064 -0.034 -34.7% 0.187
ATR 0.115 0.111 -0.004 -3.2% 0.000
Volume 12,609 16,276 3,667 29.1% 75,659
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.460 5.437 5.320
R3 5.396 5.373 5.303
R2 5.332 5.332 5.297
R1 5.309 5.309 5.291 5.321
PP 5.268 5.268 5.268 5.274
S1 5.245 5.245 5.279 5.257
S2 5.204 5.204 5.273
S3 5.140 5.181 5.267
S4 5.076 5.117 5.250
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.768 5.661 5.283
R3 5.581 5.474 5.231
R2 5.394 5.394 5.214
R1 5.287 5.287 5.197 5.341
PP 5.207 5.207 5.207 5.234
S1 5.100 5.100 5.163 5.154
S2 5.020 5.020 5.146
S3 4.833 4.913 5.129
S4 4.646 4.726 5.077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.314 5.127 0.187 3.5% 0.094 1.8% 84% False False 17,882
10 5.314 4.870 0.444 8.4% 0.105 2.0% 93% False False 13,944
20 5.314 4.786 0.528 10.0% 0.107 2.0% 95% False False 11,233
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.564
2.618 5.460
1.618 5.396
1.000 5.356
0.618 5.332
HIGH 5.292
0.618 5.268
0.500 5.260
0.382 5.252
LOW 5.228
0.618 5.188
1.000 5.164
1.618 5.124
2.618 5.060
4.250 4.956
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 5.277 5.267
PP 5.268 5.248
S1 5.260 5.230

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

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