NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 5.225 5.095 -0.130 -2.5% 5.232
High 5.242 5.125 -0.117 -2.2% 5.356
Low 5.070 5.045 -0.025 -0.5% 5.046
Close 5.113 5.062 -0.051 -1.0% 5.207
Range 0.172 0.080 -0.092 -53.5% 0.310
ATR 0.123 0.120 -0.003 -2.5% 0.000
Volume 9,244 11,901 2,657 28.7% 78,727
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.317 5.270 5.106
R3 5.237 5.190 5.084
R2 5.157 5.157 5.077
R1 5.110 5.110 5.069 5.094
PP 5.077 5.077 5.077 5.069
S1 5.030 5.030 5.055 5.014
S2 4.997 4.997 5.047
S3 4.917 4.950 5.040
S4 4.837 4.870 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 5.045 0.311 6.1% 0.141 2.8% 5% False True 14,197
10 5.356 5.045 0.311 6.1% 0.118 2.3% 5% False True 16,040
20 5.356 4.786 0.570 11.3% 0.116 2.3% 48% False False 12,808
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 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.465
2.618 5.334
1.618 5.254
1.000 5.205
0.618 5.174
HIGH 5.125
0.618 5.094
0.500 5.085
0.382 5.076
LOW 5.045
0.618 4.996
1.000 4.965
1.618 4.916
2.618 4.836
4.250 4.705
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 5.085 5.144
PP 5.077 5.116
S1 5.070 5.089

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

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