NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 5.279 5.270 -0.009 -0.2% 5.134
High 5.292 5.307 0.015 0.3% 5.314
Low 5.228 5.235 0.007 0.1% 5.127
Close 5.285 5.301 0.016 0.3% 5.180
Range 0.064 0.072 0.008 12.5% 0.187
ATR 0.111 0.108 -0.003 -2.5% 0.000
Volume 16,276 13,839 -2,437 -15.0% 75,659
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.497 5.471 5.341
R3 5.425 5.399 5.321
R2 5.353 5.353 5.314
R1 5.327 5.327 5.308 5.340
PP 5.281 5.281 5.281 5.288
S1 5.255 5.255 5.294 5.268
S2 5.209 5.209 5.288
S3 5.137 5.183 5.281
S4 5.065 5.111 5.261
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 5.161 0.153 2.9% 0.095 1.8% 92% False False 16,268
10 5.314 4.870 0.444 8.4% 0.100 1.9% 97% False False 14,568
20 5.314 4.786 0.528 10.0% 0.106 2.0% 98% False False 11,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.613
2.618 5.495
1.618 5.423
1.000 5.379
0.618 5.351
HIGH 5.307
0.618 5.279
0.500 5.271
0.382 5.263
LOW 5.235
0.618 5.191
1.000 5.163
1.618 5.119
2.618 5.047
4.250 4.929
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 5.291 5.285
PP 5.281 5.268
S1 5.271 5.252

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

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