NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 5.050 5.065 0.015 0.3% 5.232
High 5.088 5.079 -0.009 -0.2% 5.356
Low 5.015 4.940 -0.075 -1.5% 5.046
Close 5.071 4.942 -0.129 -2.5% 5.207
Range 0.073 0.139 0.066 90.4% 0.310
ATR 0.117 0.118 0.002 1.4% 0.000
Volume 10,704 10,210 -494 -4.6% 78,727
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.404 5.312 5.018
R3 5.265 5.173 4.980
R2 5.126 5.126 4.967
R1 5.034 5.034 4.955 5.011
PP 4.987 4.987 4.987 4.975
S1 4.895 4.895 4.929 4.872
S2 4.848 4.848 4.917
S3 4.709 4.756 4.904
S4 4.570 4.617 4.866
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 5.242 4.940 0.302 6.1% 0.107 2.2% 1% False True 13,459
10 5.356 4.940 0.416 8.4% 0.117 2.4% 0% False True 14,936
20 5.356 4.786 0.570 11.5% 0.118 2.4% 27% False False 12,854
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.670
2.618 5.443
1.618 5.304
1.000 5.218
0.618 5.165
HIGH 5.079
0.618 5.026
0.500 5.010
0.382 4.993
LOW 4.940
0.618 4.854
1.000 4.801
1.618 4.715
2.618 4.576
4.250 4.349
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 5.010 5.033
PP 4.987 5.002
S1 4.965 4.972

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

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