NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 4.276 4.312 0.036 0.8% 4.264
High 4.321 4.350 0.029 0.7% 4.477
Low 4.250 4.270 0.020 0.5% 4.236
Close 4.311 4.286 -0.025 -0.6% 4.290
Range 0.071 0.080 0.009 12.7% 0.241
ATR 0.109 0.107 -0.002 -1.9% 0.000
Volume 24,319 22,885 -1,434 -5.9% 155,759
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.542 4.494 4.330
R3 4.462 4.414 4.308
R2 4.382 4.382 4.301
R1 4.334 4.334 4.293 4.318
PP 4.302 4.302 4.302 4.294
S1 4.254 4.254 4.279 4.238
S2 4.222 4.222 4.271
S3 4.142 4.174 4.264
S4 4.062 4.094 4.242
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% 0.099 2.3% 16% False False 29,405
10 4.477 4.236 0.241 5.6% 0.101 2.4% 21% False False 29,839
20 4.564 4.236 0.328 7.7% 0.113 2.6% 15% False False 26,642
40 4.757 4.236 0.521 12.2% 0.104 2.4% 10% False False 23,408
60 4.962 4.236 0.726 16.9% 0.106 2.5% 7% False False 20,833
80 5.356 4.236 1.120 26.1% 0.108 2.5% 4% False False 19,162
100 5.356 4.236 1.120 26.1% 0.109 2.5% 4% False False 17,426
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.690
2.618 4.559
1.618 4.479
1.000 4.430
0.618 4.399
HIGH 4.350
0.618 4.319
0.500 4.310
0.382 4.301
LOW 4.270
0.618 4.221
1.000 4.190
1.618 4.141
2.618 4.061
4.250 3.930
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 4.310 4.300
PP 4.302 4.295
S1 4.294 4.291

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

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