NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 4.387 4.382 -0.005 -0.1% 4.376
High 4.463 4.425 -0.038 -0.9% 4.564
Low 4.339 4.346 0.007 0.2% 4.255
Close 4.374 4.379 0.005 0.1% 4.334
Range 0.124 0.079 -0.045 -36.3% 0.309
ATR 0.116 0.113 -0.003 -2.3% 0.000
Volume 25,745 32,751 7,006 27.2% 113,937
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.620 4.579 4.422
R3 4.541 4.500 4.401
R2 4.462 4.462 4.393
R1 4.421 4.421 4.386 4.402
PP 4.383 4.383 4.383 4.374
S1 4.342 4.342 4.372 4.323
S2 4.304 4.304 4.365
S3 4.225 4.263 4.357
S4 4.146 4.184 4.336
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.311 5.132 4.504
R3 5.002 4.823 4.419
R2 4.693 4.693 4.391
R1 4.514 4.514 4.362 4.449
PP 4.384 4.384 4.384 4.352
S1 4.205 4.205 4.306 4.140
S2 4.075 4.075 4.277
S3 3.766 3.896 4.249
S4 3.457 3.587 4.164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.564 4.299 0.265 6.1% 0.126 2.9% 30% False False 28,073
10 4.564 4.255 0.309 7.1% 0.122 2.8% 40% False False 24,118
20 4.606 4.255 0.351 8.0% 0.112 2.6% 35% False False 23,178
40 4.962 4.255 0.707 16.1% 0.107 2.4% 18% False False 20,689
60 5.088 4.255 0.833 19.0% 0.107 2.4% 15% False False 18,437
80 5.356 4.255 1.101 25.1% 0.109 2.5% 11% False False 17,030
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.761
2.618 4.632
1.618 4.553
1.000 4.504
0.618 4.474
HIGH 4.425
0.618 4.395
0.500 4.386
0.382 4.376
LOW 4.346
0.618 4.297
1.000 4.267
1.618 4.218
2.618 4.139
4.250 4.010
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 4.386 4.381
PP 4.383 4.380
S1 4.381 4.380

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

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