NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 4.438 4.339 -0.099 -2.2% 4.264
High 4.461 4.343 -0.118 -2.6% 4.477
Low 4.305 4.279 -0.026 -0.6% 4.236
Close 4.323 4.290 -0.033 -0.8% 4.290
Range 0.156 0.064 -0.092 -59.0% 0.241
ATR 0.116 0.112 -0.004 -3.2% 0.000
Volume 28,691 39,945 11,254 39.2% 155,759
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.496 4.457 4.325
R3 4.432 4.393 4.308
R2 4.368 4.368 4.302
R1 4.329 4.329 4.296 4.317
PP 4.304 4.304 4.304 4.298
S1 4.265 4.265 4.284 4.253
S2 4.240 4.240 4.278
S3 4.176 4.201 4.272
S4 4.112 4.137 4.255
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.057 4.915 4.423
R3 4.816 4.674 4.356
R2 4.575 4.575 4.334
R1 4.433 4.433 4.312 4.504
PP 4.334 4.334 4.334 4.370
S1 4.192 4.192 4.268 4.263
S2 4.093 4.093 4.246
S3 3.852 3.951 4.224
S4 3.611 3.710 4.157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.477 4.236 0.241 5.6% 0.113 2.6% 22% False False 31,151
10 4.500 4.236 0.264 6.2% 0.115 2.7% 20% False False 30,602
20 4.564 4.236 0.328 7.6% 0.113 2.6% 16% False False 25,897
40 4.830 4.236 0.594 13.8% 0.105 2.5% 9% False False 22,845
60 4.962 4.236 0.726 16.9% 0.108 2.5% 7% False False 20,470
80 5.356 4.236 1.120 26.1% 0.109 2.5% 5% False False 18,772
100 5.356 4.236 1.120 26.1% 0.110 2.6% 5% False False 17,051
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.027
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 4.615
2.618 4.511
1.618 4.447
1.000 4.407
0.618 4.383
HIGH 4.343
0.618 4.319
0.500 4.311
0.382 4.303
LOW 4.279
0.618 4.239
1.000 4.215
1.618 4.175
2.618 4.111
4.250 4.007
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 4.311 4.378
PP 4.304 4.349
S1 4.297 4.319

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

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