NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 4.821 4.841 0.020 0.4% 5.225
High 4.897 4.924 0.027 0.6% 5.242
Low 4.816 4.841 0.025 0.5% 4.851
Close 4.851 4.909 0.058 1.2% 4.853
Range 0.081 0.083 0.002 2.5% 0.391
ATR 0.115 0.113 -0.002 -2.0% 0.000
Volume 11,935 10,977 -958 -8.0% 59,117
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.140 5.108 4.955
R3 5.057 5.025 4.932
R2 4.974 4.974 4.924
R1 4.942 4.942 4.917 4.958
PP 4.891 4.891 4.891 4.900
S1 4.859 4.859 4.901 4.875
S2 4.808 4.808 4.894
S3 4.725 4.776 4.886
S4 4.642 4.693 4.863
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 5.088 4.816 0.272 5.5% 0.097 2.0% 34% False False 12,176
10 5.356 4.816 0.540 11.0% 0.119 2.4% 17% False False 13,187
20 5.356 4.816 0.540 11.0% 0.112 2.3% 17% False False 13,565
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.277
2.618 5.141
1.618 5.058
1.000 5.007
0.618 4.975
HIGH 4.924
0.618 4.892
0.500 4.883
0.382 4.873
LOW 4.841
0.618 4.790
1.000 4.758
1.618 4.707
2.618 4.624
4.250 4.488
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 4.900 4.902
PP 4.891 4.895
S1 4.883 4.889

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

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