NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 5.160 5.225 0.065 1.3% 5.232
High 5.217 5.242 0.025 0.5% 5.356
Low 5.146 5.070 -0.076 -1.5% 5.046
Close 5.207 5.113 -0.094 -1.8% 5.207
Range 0.071 0.172 0.101 142.3% 0.310
ATR 0.120 0.123 0.004 3.1% 0.000
Volume 25,239 9,244 -15,995 -63.4% 78,727
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.658 5.557 5.208
R3 5.486 5.385 5.160
R2 5.314 5.314 5.145
R1 5.213 5.213 5.129 5.178
PP 5.142 5.142 5.142 5.124
S1 5.041 5.041 5.097 5.006
S2 4.970 4.970 5.081
S3 4.798 4.869 5.066
S4 4.626 4.697 5.018
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.133 5.980 5.378
R3 5.823 5.670 5.292
R2 5.513 5.513 5.264
R1 5.360 5.360 5.235 5.282
PP 5.203 5.203 5.203 5.164
S1 5.050 5.050 5.179 4.972
S2 4.893 4.893 5.150
S3 4.583 4.740 5.122
S4 4.273 4.430 5.037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.356 5.046 0.310 6.1% 0.138 2.7% 22% False False 15,072
10 5.356 5.046 0.310 6.1% 0.117 2.3% 22% False False 16,363
20 5.356 4.786 0.570 11.1% 0.119 2.3% 57% False False 12,448
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.973
2.618 5.692
1.618 5.520
1.000 5.414
0.618 5.348
HIGH 5.242
0.618 5.176
0.500 5.156
0.382 5.136
LOW 5.070
0.618 4.964
1.000 4.898
1.618 4.792
2.618 4.620
4.250 4.339
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 5.156 5.201
PP 5.142 5.172
S1 5.127 5.142

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

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