NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 4.339 4.276 -0.063 -1.5% 4.264
High 4.343 4.321 -0.022 -0.5% 4.477
Low 4.279 4.250 -0.029 -0.7% 4.236
Close 4.290 4.311 0.021 0.5% 4.290
Range 0.064 0.071 0.007 10.9% 0.241
ATR 0.112 0.109 -0.003 -2.6% 0.000
Volume 39,945 24,319 -15,626 -39.1% 155,759
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.507 4.480 4.350
R3 4.436 4.409 4.331
R2 4.365 4.365 4.324
R1 4.338 4.338 4.318 4.352
PP 4.294 4.294 4.294 4.301
S1 4.267 4.267 4.304 4.281
S2 4.223 4.223 4.298
S3 4.152 4.196 4.291
S4 4.081 4.125 4.272
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 4.250 0.227 5.3% 0.111 2.6% 27% False True 29,309
10 4.477 4.236 0.241 5.6% 0.103 2.4% 31% False False 30,269
20 4.564 4.236 0.328 7.6% 0.113 2.6% 23% False False 25,953
40 4.810 4.236 0.574 13.3% 0.105 2.4% 13% False False 23,051
60 4.962 4.236 0.726 16.8% 0.106 2.5% 10% False False 20,698
80 5.356 4.236 1.120 26.0% 0.109 2.5% 7% False False 18,975
100 5.356 4.236 1.120 26.0% 0.109 2.5% 7% False False 17,245
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.623
2.618 4.507
1.618 4.436
1.000 4.392
0.618 4.365
HIGH 4.321
0.618 4.294
0.500 4.286
0.382 4.277
LOW 4.250
0.618 4.206
1.000 4.179
1.618 4.135
2.618 4.064
4.250 3.948
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 4.303 4.356
PP 4.294 4.341
S1 4.286 4.326

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

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