NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 4.720 4.723 0.003 0.1% 4.908
High 4.738 4.757 0.019 0.4% 4.962
Low 4.666 4.693 0.027 0.6% 4.748
Close 4.723 4.713 -0.010 -0.2% 4.770
Range 0.072 0.064 -0.008 -11.1% 0.214
ATR 0.111 0.107 -0.003 -3.0% 0.000
Volume 10,590 12,938 2,348 22.2% 84,394
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.913 4.877 4.748
R3 4.849 4.813 4.731
R2 4.785 4.785 4.725
R1 4.749 4.749 4.719 4.735
PP 4.721 4.721 4.721 4.714
S1 4.685 4.685 4.707 4.671
S2 4.657 4.657 4.701
S3 4.593 4.621 4.695
S4 4.529 4.557 4.678
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.469 5.333 4.888
R3 5.255 5.119 4.829
R2 5.041 5.041 4.809
R1 4.905 4.905 4.790 4.866
PP 4.827 4.827 4.827 4.807
S1 4.691 4.691 4.750 4.652
S2 4.613 4.613 4.731
S3 4.399 4.477 4.711
S4 4.185 4.263 4.652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.934 4.666 0.268 5.7% 0.102 2.2% 18% False False 12,718
10 4.962 4.666 0.296 6.3% 0.104 2.2% 16% False False 15,467
20 4.962 4.587 0.375 8.0% 0.109 2.3% 34% False False 16,072
40 5.356 4.587 0.769 16.3% 0.109 2.3% 16% False False 14,842
60 5.356 4.587 0.769 16.3% 0.111 2.4% 16% False False 13,209
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.029
2.618 4.925
1.618 4.861
1.000 4.821
0.618 4.797
HIGH 4.757
0.618 4.733
0.500 4.725
0.382 4.717
LOW 4.693
0.618 4.653
1.000 4.629
1.618 4.589
2.618 4.525
4.250 4.421
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 4.725 4.738
PP 4.721 4.730
S1 4.717 4.721

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

View Archives - Comment on this page... - Back to Index of Symbols