NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 5.065 4.934 -0.131 -2.6% 5.225
High 5.079 4.961 -0.118 -2.3% 5.242
Low 4.940 4.851 -0.089 -1.8% 4.851
Close 4.942 4.853 -0.089 -1.8% 4.853
Range 0.139 0.110 -0.029 -20.9% 0.391
ATR 0.118 0.118 -0.001 -0.5% 0.000
Volume 10,210 17,058 6,848 67.1% 59,117
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.218 5.146 4.914
R3 5.108 5.036 4.883
R2 4.998 4.998 4.873
R1 4.926 4.926 4.863 4.907
PP 4.888 4.888 4.888 4.879
S1 4.816 4.816 4.843 4.797
S2 4.778 4.778 4.833
S3 4.668 4.706 4.823
S4 4.558 4.596 4.793
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.155 5.895 5.068
R3 5.764 5.504 4.961
R2 5.373 5.373 4.925
R1 5.113 5.113 4.889 5.048
PP 4.982 4.982 4.982 4.949
S1 4.722 4.722 4.817 4.657
S2 4.591 4.591 4.781
S3 4.200 4.331 4.745
S4 3.809 3.940 4.638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.242 4.851 0.391 8.1% 0.115 2.4% 1% False True 11,823
10 5.356 4.851 0.505 10.4% 0.119 2.5% 0% False True 13,784
20 5.356 4.786 0.570 11.7% 0.119 2.5% 12% False False 13,456
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 2 trading days
Fibonacci Retracements and Extensions
4.250 5.429
2.618 5.249
1.618 5.139
1.000 5.071
0.618 5.029
HIGH 4.961
0.618 4.919
0.500 4.906
0.382 4.893
LOW 4.851
0.618 4.783
1.000 4.741
1.618 4.673
2.618 4.563
4.250 4.384
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 4.906 4.970
PP 4.888 4.931
S1 4.871 4.892

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

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