NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 4.785 4.810 0.025 0.5% 4.734
High 4.865 4.812 -0.053 -1.1% 4.873
Low 4.739 4.717 -0.022 -0.5% 4.686
Close 4.838 4.721 -0.117 -2.4% 4.798
Range 0.126 0.095 -0.031 -24.6% 0.187
ATR 0.110 0.111 0.001 0.7% 0.000
Volume 12,152 11,692 -460 -3.8% 65,539
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.035 4.973 4.773
R3 4.940 4.878 4.747
R2 4.845 4.845 4.738
R1 4.783 4.783 4.730 4.767
PP 4.750 4.750 4.750 4.742
S1 4.688 4.688 4.712 4.672
S2 4.655 4.655 4.704
S3 4.560 4.593 4.695
S4 4.465 4.498 4.669
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.347 5.259 4.901
R3 5.160 5.072 4.849
R2 4.973 4.973 4.832
R1 4.885 4.885 4.815 4.929
PP 4.786 4.786 4.786 4.808
S1 4.698 4.698 4.781 4.742
S2 4.599 4.599 4.764
S3 4.412 4.511 4.747
S4 4.225 4.324 4.695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.873 4.686 0.187 4.0% 0.110 2.3% 19% False False 14,728
10 4.942 4.686 0.256 5.4% 0.105 2.2% 14% False False 12,460
20 5.356 4.686 0.670 14.2% 0.112 2.4% 5% False False 12,824
40 5.356 4.686 0.670 14.2% 0.110 2.3% 5% False False 12,028
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 True
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.216
2.618 5.061
1.618 4.966
1.000 4.907
0.618 4.871
HIGH 4.812
0.618 4.776
0.500 4.765
0.382 4.753
LOW 4.717
0.618 4.658
1.000 4.622
1.618 4.563
2.618 4.468
4.250 4.313
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 4.765 4.791
PP 4.750 4.768
S1 4.736 4.744

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

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