NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 5.095 5.050 -0.045 -0.9% 5.232
High 5.125 5.088 -0.037 -0.7% 5.356
Low 5.045 5.015 -0.030 -0.6% 5.046
Close 5.062 5.071 0.009 0.2% 5.207
Range 0.080 0.073 -0.007 -8.8% 0.310
ATR 0.120 0.117 -0.003 -2.8% 0.000
Volume 11,901 10,704 -1,197 -10.1% 78,727
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.277 5.247 5.111
R3 5.204 5.174 5.091
R2 5.131 5.131 5.084
R1 5.101 5.101 5.078 5.116
PP 5.058 5.058 5.058 5.066
S1 5.028 5.028 5.064 5.043
S2 4.985 4.985 5.058
S3 4.912 4.955 5.051
S4 4.839 4.882 5.031
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 5.015 0.341 6.7% 0.141 2.8% 16% False True 13,570
10 5.356 5.015 0.341 6.7% 0.118 2.3% 16% False True 14,919
20 5.356 4.786 0.570 11.2% 0.113 2.2% 50% False False 12,926
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 0.031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.398
2.618 5.279
1.618 5.206
1.000 5.161
0.618 5.133
HIGH 5.088
0.618 5.060
0.500 5.052
0.382 5.043
LOW 5.015
0.618 4.970
1.000 4.942
1.618 4.897
2.618 4.824
4.250 4.705
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 5.065 5.129
PP 5.058 5.109
S1 5.052 5.090

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

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