NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 4.815 4.830 0.015 0.3% 4.712
High 4.834 4.920 0.086 1.8% 4.920
Low 4.714 4.800 0.086 1.8% 4.658
Close 4.804 4.914 0.110 2.3% 4.914
Range 0.120 0.120 0.000 0.0% 0.262
ATR 0.114 0.114 0.000 0.4% 0.000
Volume 18,804 19,355 551 2.9% 86,550
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.238 5.196 4.980
R3 5.118 5.076 4.947
R2 4.998 4.998 4.936
R1 4.956 4.956 4.925 4.977
PP 4.878 4.878 4.878 4.889
S1 4.836 4.836 4.903 4.857
S2 4.758 4.758 4.892
S3 4.638 4.716 4.881
S4 4.518 4.596 4.848
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.617 5.527 5.058
R3 5.355 5.265 4.986
R2 5.093 5.093 4.962
R1 5.003 5.003 4.938 5.048
PP 4.831 4.831 4.831 4.853
S1 4.741 4.741 4.890 4.786
S2 4.569 4.569 4.866
S3 4.307 4.479 4.842
S4 4.045 4.217 4.770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.920 4.658 0.262 5.3% 0.118 2.4% 98% True False 17,310
10 4.920 4.587 0.333 6.8% 0.111 2.3% 98% True False 17,522
20 4.961 4.587 0.374 7.6% 0.108 2.2% 87% False False 14,794
40 5.356 4.587 0.769 15.6% 0.113 2.3% 43% False False 13,824
Crabel Price Patterns
NR False
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 0.024
Fibonacci Retracements and Extensions
4.250 5.430
2.618 5.234
1.618 5.114
1.000 5.040
0.618 4.994
HIGH 4.920
0.618 4.874
0.500 4.860
0.382 4.846
LOW 4.800
0.618 4.726
1.000 4.680
1.618 4.606
2.618 4.486
4.250 4.290
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 4.896 4.882
PP 4.878 4.849
S1 4.860 4.817

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

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