NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 4.312 4.282 -0.030 -0.7% 4.264
High 4.350 4.291 -0.059 -1.4% 4.477
Low 4.270 4.233 -0.037 -0.9% 4.236
Close 4.286 4.252 -0.034 -0.8% 4.290
Range 0.080 0.058 -0.022 -27.5% 0.241
ATR 0.107 0.104 -0.004 -3.3% 0.000
Volume 22,885 25,761 2,876 12.6% 155,759
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.433 4.400 4.284
R3 4.375 4.342 4.268
R2 4.317 4.317 4.263
R1 4.284 4.284 4.257 4.272
PP 4.259 4.259 4.259 4.252
S1 4.226 4.226 4.247 4.214
S2 4.201 4.201 4.241
S3 4.143 4.168 4.236
S4 4.085 4.110 4.220
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 4.461 4.233 0.228 5.4% 0.086 2.0% 8% False True 28,320
10 4.477 4.233 0.244 5.7% 0.095 2.2% 8% False True 29,841
20 4.564 4.233 0.331 7.8% 0.110 2.6% 6% False True 27,048
40 4.757 4.233 0.524 12.3% 0.104 2.4% 4% False True 23,788
60 4.962 4.233 0.729 17.1% 0.106 2.5% 3% False True 21,147
80 5.356 4.233 1.123 26.4% 0.106 2.5% 2% False True 19,342
100 5.356 4.233 1.123 26.4% 0.108 2.6% 2% False True 17,494
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 4.538
2.618 4.443
1.618 4.385
1.000 4.349
0.618 4.327
HIGH 4.291
0.618 4.269
0.500 4.262
0.382 4.255
LOW 4.233
0.618 4.197
1.000 4.175
1.618 4.139
2.618 4.081
4.250 3.987
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 4.262 4.292
PP 4.259 4.278
S1 4.255 4.265

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

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